[      


         SATO S, Evaluation of the First-Passage Time Probability to a Square Root Boundary for the Wiener Process[J]. Journal of Applied Probability, 1977. 14:850-856.

         RICCIARDI L.M., SATO S, First-Passage-Time Density and Moments of the Ornstein-Uhlenbeck process[J]. Journal of Applied Probability, 1988. 25:43-57.


         谢谢啦！
         我目前在研究O-U过程应用于统计套利，有志同道合的朋友可以一起探讨下呐