On the first passage times of reflected O-U processes with two-sided barriers

  • Authors:

  • Lijun Bo;Lidong Zhang;Yongjin Wang

  • Affiliations:

  • Aff1 Aff2;Department of Mathematics, Tianjin University of Science & Technology, Tianjin, China 300222;School of Mathematical Sciences, Nankai University, Tianjin, China 300071

  • Venue:
  • Queueing Systems: Theory and Applications
  • Year:
  • 2006

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Abstract

In this article, we give the Laplace transform of the first passage times of reflected Ornstein-Uhlenbeck process with two-sided barriers.