"Rare-event analysis of modulated Ornstein-Uhlenbeck processes."

H. M. Jansen et al. (2017)

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DOI: 10.1016/J.PEVA.2017.02.002

access: closed

type: Journal Article

metadata version: 2021-07-25

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H. M. Jansen, Michel Mandjes, Koen De Turck, Sabine Wittevrongel:
Rare-event analysis of modulated Ornstein-Uhlenbeck processes. Perform. Evaluation 112: 1-14 (2017)

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