2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2026
Exact Asymptotics for the Exit Time Probabilities of Scalar Ornstein-Uhlenbeck Bridges
Feng Zhao, Yang Li, Jianlong Wang +2
This paper aims to derive accurate asymptotic estimates for the exit time probabilities of scalar Ornstein-Uhlenbeck (OU) bridges. The exit time probabilities are expressed as an a…
cond-mat.stat-mech2021★ 2 cited
Investigation on the properties of Sine-Wiener noise and its induced escape in the particular limit case
Jianlong Wang, Xiaolei Leng, Xianbin Liu +1
Sine-Wiener noise is increasingly adopted in realistic stochastic modeling for its bounded nature. However, many features of the SW noise are still unexplored. In this paper, first…