Superposed Ornstein-Uhlenbeck Processes
Journal of Stochastic Analysis, 2020 Julius Esunge, Auguste Muhau
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Accelerated First-Passage Dynamics in a Non-Markovian Feedback Ornstein-Uhlenbeck Process. [PDF]
J Stat PhysCoghi F, Duvezin R, Wettlaufer JS.
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Weak persistence and extinction of a stochastic epidemic model with distributed delay and Ornstein-Uhlenbeck process. [PDF]
Adv Contin Discret ModelSun Y, Liu C, Cheung L.
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Dynamical behaviors of a stochastic SIVS epidemic model with the Ornstein-Uhlenbeck process and vaccination of newborns. [PDF]
PLoS OneLi S, Li W.
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Modeling gene expression evolution with an extended Ornstein-Uhlenbeck process accounting for within-species variation. [PDF]
Mol Biol Evol, 2014 Rohlfs RV, Harrigan P, Nielsen R.
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Analysis of a stochastic SEI u I r R epidemic model incorporating the Ornstein-Uhlenbeck process. [PDF]
HeliyonMediani M +3 more
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Ornstein-Uhlenbeck Processes Simulation
, 2012 In this paper we give a brief introduction to Ornstein-Uhlenbeck processes and their simulation methods. Ornstein-Uhlenbeck processes were introduced by Barndorff-Nielsen and Shephard (2001) as a model to describe volatility in finance. Ornstein-Uhlenbeck processes are based on Levy processes. Levy processes simulation may be found in [1, 2].
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Determining the background driving process of the Ornstein-Uhlenbeck model
Electronic Journal of Differential Equations, 2023 Maria C. Mariani +4 more
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Dynamical Multimodality in Systems Driven by Ornstein-Uhlenbeck Noise. [PDF]
Entropy (Basel)Mandrysz M, Dybiec B.
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Unravelling the evolution of wood-feeding in termites with 47 high-resolution genome assemblies. [PDF]
Nat CommunLiu C +16 more
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