Constraint Ornstein-Uhlenbeck bridges (Q5366994): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2608987061
@@ Property / OpenAlex ID: W2608987061 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.07644
@@ Property / arXiv ID: 1704.07644 / rank @@
+Normal rank
@@ Property / cites work @@
+Physics of Stochastic Processes
@@ Property / cites work: Physics of Stochastic Processes / rank @@
+Normal rank
@@ Property / cites work @@
+The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
+Normal rank
@@ Property / cites work @@
+Properties of the reflected Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Modeling interdependent animal movement in continuous time
+Normal rank
@@ Property / cites work @@
+The critical catastrophe revisited
@@ Property / cites work: The critical catastrophe revisited / rank @@
+Normal rank
@@ Property / cites work @@
+Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
+Normal rank
@@ Property / cites work @@
+Effective Langevin equations for constrained stochastic processes
+Normal rank
@@ Property / cites work @@
+Periodic Airy process and equilibrium dynamics of edge fermions in a trap
+Normal rank
@@ Property / cites work @@
+Conditional brownian motion and the boundary limits of harmonic functions
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Inequivalence of nonequilibrium path ensembles: the example of stochastic bridges
+Normal rank
@@ Property / cites work @@
+Conditioned stochastic differential equations: theory, examples and application to finance.
+Normal rank
@@ Property / cites work @@
+Nonequilibrium Markov processes conditioned on large deviations
+Normal rank
@@ Property / cites work @@
+Generalized Gaussian bridges
@@ Property / cites work: Generalized Gaussian bridges / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Bridges of Linear Systems
@@ Property / cites work: Stochastic Bridges of Linear Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Representations of multidimensional linear process bridges
+Normal rank
@@ Property / cites work @@
+Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges
+Normal rank
@@ Property / cites work @@
+Constrained Brownian processes and constrained Brownian bridges
+Normal rank
@@ Property / cites work @@
+Zufällige Bewegungen. (Zur Theorie der Brownschen Bewegung.)
+Normal rank
@@ Property / cites work @@
+Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part I
+Normal rank
@@ Property / cites work @@
+Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II
+Normal rank