Results 71 to 80 of about 10,498,711 (191)
Temporal Coarse Graining for Classical Stochastic Noise in Quantum Systems [PDF]
QuantumSimulations of quantum systems with Hamiltonian classical stochastic noise can be challenging when the noise exhibits temporal correlations over a multitude of time scales, such as for $1/f$ noise in solid-state quantum information processors.
Tameem Albash +2 more
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Stochastic simulation of woven composites forming [PDF]
, 1995 A stochastic forming simulation procedure is developed and implemented to investigate the effect of geometric variability in pre-impregnated woven textiles on manufacturing. Image analysis is used to characterise variability in tow directions and unit
Waal, de, H. +7 more
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Fractional iterated Ornstein-Uhlenbeck Processes
Latin American Journal of Probability and Mathematical Statistics, 2019 Summary: We present a Gaussian process that arises from the iteration of \(p\) fractional Ornstein-Uhlenbeck processes generated by the same fractional Brownian motion. When the values of the parameters defining the iteration are pairwise distinct, this iteration results in a particular linear combination of those processes.
Kalemkerian, Juan, León, José Rafael
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Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. [PDF]
Continuous-time stochastic volatility models are becoming increasingly popular in finance because of their flexibility in accommodating most stylized facts of financial time series.
Emanuele Taufer +2 more
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Applications of The Reflected Ornstein-Uhlenbeck Process [PDF]
, 2009 An Ornstein-Uhlenbeck process is the most basic mean-reversion model and has been used in various fields such as finance and biology. In some instances, reflecting boundary conditions are needed to restrict the state space of this process.
Ha, Won Ho
core
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes [PDF]
This paper discusses Bayesian inference for stochastic volatility models based on continuous superpositions of Ornstein-Uhlenbeck processes. These processes represent an alternative to the previously considered discrete superpositions.
Griffin, Jim, Steel, Mark F.J.
core
A set-indexed Ornstein-Uhlenbeck process
, 2012 13 pagesInternational audienceThe purpose of this article is a set-indexed extension of the well-known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete ...
Balança, Paul, Herbin, Erick
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Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. [PDF]
Continuous non-Gaussian stationary processes of the OU-type are becoming increasingly popular given their flexibility in modelling stylized features of financial series such as asymmetry, heavy tails and jumps.
Emanuele Taufer
core
Multifractal Fractional Ornstein-Uhlenbeck Processes
, 2020 21 pages, 3 figuresThe Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same ...
Roux, Stéphane, G. +2 more
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Robust parameter estimation for the Ornstein–Uhlenbeck process [PDF]
Statistical Methods & Applications, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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