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

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-Yong Jin Wang
@@ Property / author: Yong Jin Wang / rank @@
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+Yong Jin Wang
@@ Property / author: Yong Jin Wang / rank @@
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+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
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+Q4888858
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+Tail of a linear diffusion with Markov switching
@@ Property / cites work: Tail of a linear diffusion with Markov switching / rank @@
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+Q5185900
@@ Property / cites work: Q5185900 / rank @@
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+Linear diffusion with stationary switching regime
@@ Property / cites work: Linear diffusion with stationary switching regime / rank @@
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+Q3808989
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+Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component
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+Q4772680
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+On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance
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+Simulation run lengths to estimate blocking probabilities
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@@ Property / cites work @@
+A diffusion approximation for a Markovian queue with reneging
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@@ Property / cites work @@
+Properties of the reflected Ornstein-Uhlenbeck process
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@@ Property / cites work @@
+A diffusion approximation for a GI/GI/1 queue with balking or reneging
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3182427