The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1239/jap/1253279847 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2072356535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail of a linear diffusion with Markov switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5185900 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear diffusion with stationary switching regime / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3808989 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4772680 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Simulation run lengths to estimate blocking probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A diffusion approximation for a Markovian queue with reneging / rank
 
Normal rank
Property / cites work
 
Property / cites work: Properties of the reflected Ornstein-Uhlenbeck process / rank
 
Normal rank
Property / cites work
 
Property / cites work: A diffusion approximation for a GI/GI/1 queue with balking or reneging / rank
 
Normal rank

Latest revision as of 00:06, 2 July 2024

scientific article
Language Label Description Also known as
English
The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
scientific article

    Statements

    The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (English)
    0 references
    0 references
    0 references
    0 references
    8 October 2009
    0 references
    Ornstein--Uhlenbeck process
    0 references
    reflected process
    0 references
    Markov-modulated process
    0 references
    stationary distribution
    0 references

    Identifiers