Inoue, Junko; Sato, Shunsuke; Ricciardi, Luigi M. A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary. (English) Zbl 0954.60067 Ric. Mat. 46, No. 1, 87-99 (1997). Summary: For the Ornstein-Uhlenbeck process with a reflecting boundary the moments of the first-passage time through a constant boundary are obtained in a closed form that appears to be particularly suitable for computation purposes. This is achieved via the determination of the Laplace transform of the first-passage time probability density function by a method previously devised by L. M. Ricciardi and S. Sato [J. Appl. Probab. 25, No. 1, 43-57 (1988; Zbl 0651.60080)] for the unrestricted case. Cited in 6 Documents MSC: 60J70 Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) 92C20 Neural biology 92D25 Population dynamics (general) Keywords:moments; diffusion; first passage time Citations:Zbl 0651.60080 PDFBibTeX XMLCite \textit{J. Inoue} et al., Ric. Mat. 46, No. 1, 87--99 (1997; Zbl 0954.60067)