English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

The first-passage problem of the Ornstein-Uhlenbeck process to a boundary isa long-standing problem with no known closed-form solution except in specificcases. Taking this as a starting-point, and extending to a generalmean-reverting process, we investigate the long- and short-time asymptoticsusing a combination of Hopf-Cole and Laplace transform techniques. As a resultwe are able to give a single formula that is correct in both limits, as well asbeing exact in certain special cases. We demonstrate the results using avariety of other models.

Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes