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X. Y. Xing, W. Zhang and Y. J. Wang, “The Stationary Distributions of Two Classes of Reflected Ornstein-Uhlenbeck Processes,” Journal of Applied Probability, Vol. 46, No. 3, 2009, pp. 709-720.

has been cited by the following article:

• TITLE: On the Reflected Geometric Brownian Motion with Two Barriers

  AUTHORS: Lidong Zhang, Ziping Du

  KEYWORDS: Geometric Brownian Motion, Stationary Distribution, First Passage Time

  JOURNAL NAME: Intelligent Information Management, Vol.2 No.4, May 7, 2010

  ABSTRACT: In this paper, we are concerned with Re?ected Geometric Brownian Motion (RGBM) with two barriers. And the stationary distribution of RGBM is derived by Markovian in?nitesimal Generator method. Consequently the ?rst passage time of RGBM is also discussed.