The paper presents a Volterra integral equation for OU first passage times that is meant to generalize the Fortet renewal equation, but the derivation step is algebraically incorrect.
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A new integral equation for the first passage time density of the Ornstein-Uhlenbeck process
The paper presents a Volterra integral equation for OU first passage times that is meant to generalize the Fortet renewal equation, but the derivation step is algebraically incorrect.