Driving an Ornstein-Uhlenbeck Process to Desired First-Passage Time Statistics

Khem Raj Ghusinga, Vaibhav Srivastava, Abhyudai Singh. Driving an Ornstein-Uhlenbeck Process to Desired First-Passage Time Statistics. In 18th European Control Conference, ECC 2019, Naples, Italy, June 25-28, 2019. pages 869-874, IEEE, 2019. [doi]

Abstract

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