Results 151 to 160 of about 10,498,711 (191)

Diffusion Properties of Small-Scale Fractional Transport Models. [PDF]

J Stat Phys
Cifani P, Flandoli F.
europepmc   +1 more source

Exploring nonlinear chaotic systems with applications in stochastic processes. [PDF]

Sci Rep
Abdelwahed HG, Elbaz IM, Sohaly MA, Abdelrahman MAE, Alsarhan AF, Al-Rasheed AM.   +5 more
europepmc   +1 more source

Ornstein-Uhlenbeck Adaptation as a Mechanism for Learning in Brains and Machines. [PDF]

Entropy (Basel)
García Fernández J, Ahmad N, van Gerven M.   +2 more
europepmc   +1 more source

Association-sensory spatiotemporal hierarchy and functional gradient-regularised recurrent neural network with implications for schizophrenia. [PDF]

NPJ Syst Biol Appl
Abulikemu S, Radmard P, Mamalakis M, Suckling J.   +3 more
europepmc   +1 more source

On Ornstein–Uhlenbeck driven by Ornstein–Uhlenbeck processes [PDF]

Statistics and Probability Letters, 2014
We investigate the asymptotic behavior of the maximum likelihood estimators of the unknown parameters of positive recurrent Ornstein-Uhlenbeck processes driven by Ornstein-Uhlenbeck processes.
Nicolas Savy, Frédéric Proia, Bernard Bercu   +2 more
exaly   +7 more sources

Ornstein–Uhlenbeck process, Cauchy process, and Ornstein–Uhlenbeck–Cauchy process on a circle

Applied Mathematics Letters, 2013
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Cheng-Shi Liu
exaly   +4 more sources

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The generalized Ornstein - Uhlenbeck process

Journal of Physics A: Mathematical and General, 1997
Summary: Langevin-like equations have been studied in the presence of arbitrary noise. The characteristic functional of the generalized Langevin process has been built up. Exact results for all cumulants are given. Particular stress has been put on the Campbell, dichotomous and radioactive decay noises.
Cáceres, Manuel O., Budini, Adrián A.
openaire   +2 more sources

Relativistic Ornstein–Uhlenbeck Process

Journal of Statistical Physics, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Debbasch, F., Mallick, K., Rivet, J. P.
openaire   +1 more source

Properties of the Reflected Ornstein–Uhlenbeck Process

Queueing Systems, 2003
An Ornstein-Uhlenbeck process with reflection at the origin appearing as an approximating process both for queueing systems with reneging or state-dependent balking and for multiserver loss models is considered. It is shown that both the steady-space and transient behavior of the reflected Ornstein-Uhlenbeck process is reasonably tractable.
Amy R. Ward, Peter W. Glynn
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On the reflected Ornstein–Uhlenbeck process with catastrophes

Applied Mathematics and Computation, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
GIORNO, Virginia, NOBILE, Amelia Giuseppina, Roberta di Cesare   +2 more
openaire   +4 more sources