Results 171 to 180 of about 10,498,711 (191)

Generalized Ornstein–Uhlenbeck Processes

2011
Generalized Ornstein–Uhlenbeck processes constitute a large class of explicit examples of Markov processes in infinite-dimensional spaces with rich mathematical structures. Those processes may have non-trivial invariant measures, which make them become better candidates for infinite-dimensional reference processes than Levy processes.
openaire   +1 more source

Stationary distribution and extinction of a stochastic SVEIS epidemic model incorporating Ornstein–Uhlenbeck process

Applied Mathematics Letters, 2022
Xinhong Zhang, Yunquan Song
exaly  

Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description

Physica A: Statistical Mechanics and Its Applications, 2011
Joanna Janczura, Agnieszka Wylomanska
exaly  

Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process

Stochastic Processes and Their Applications, 1989
Mario Lefebvre
exaly  

Ornstein-Uhlenbeck Process

1996
Andrei N. Borodin, Paavo Salminen
openaire   +1 more source

On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process

Bernoulli, 2004
Hiroki Masuda
exaly  

Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

Stochastic Processes and Their Applications, 1984
Makoto Yamazato, Ken-Iti Sato
exaly  

Sharp Large Deviations for the Ornstein--Uhlenbeck Process

Theory of Probability and Its Applications, 2002
exaly  

ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESS

Acta Mathematica Scientia, 1996
Zhengyan Lin
exaly  

Large deviations for the Ornstein–Uhlenbeck process without tears

Statistics and Probability Letters, 2017
Bernard Bercu
exaly