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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 96, 2024 - Issue 1
Research Article
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses
Antonio Di Crescenzoa Dipartimento di Matematica, Università degli Studi di Salerno, Fisciano, ItalyCorrespondence[email protected]
https://orcid.org/0000-0003-4751-7341View further author information
https://orcid.org/0000-0003-4751-7341View further author information, Virginia Giornob Dipartimento di Informatica, Università degli Studi di Salerno, Fisciano, Italyhttps://orcid.org/0000-0001-6474-3952View further author information
https://orcid.org/0000-0001-6474-3952View further author information, Amelia G. Nobileb Dipartimento di Informatica, Università degli Studi di Salerno, Fisciano, Italyhttps://orcid.org/0000-0003-2363-7496View further author information
https://orcid.org/0000-0003-2363-7496View further author information & Serena Spinaa Dipartimento di Matematica, Università degli Studi di Salerno, Fisciano, Italyhttps://orcid.org/0000-0001-6408-7596View further author information
https://orcid.org/0000-0001-6408-7596View further author information