On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2012.04.086
+Normal rank
@@ Property / OpenAlex ID @@
+W2023548909
@@ Property / OpenAlex ID: W2023548909 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q63434431
@@ Property / Wikidata QID: Q63434431 / rank @@
+Normal rank
@@ Property / cites work @@
+Survival models based on the Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+On a reflected Ornstein-Uhlenbeck process with an application
+Normal rank
@@ Property / cites work @@
+On the first passage times of reflected O-U processes with two-sided barriers
+Normal rank
@@ Property / cites work @@
+On the conditional default probability in a regulated market: a structural approach
+Normal rank
@@ Property / cites work @@
+Some integral functionals of reflected SDEs and their applications in finance
+Normal rank
@@ Property / cites work @@
+The extinction time of a birth, death and catastrophe process and of a related diffusion model
+Normal rank
@@ Property / cites work @@
+On a Stochastic Leaky Integrate-and-Fire Neuronal Model
+Normal rank
@@ Property / cites work @@
+The first passage time problem for Gauss-diffusion processes: algorithmic approaches and applications to LIF neuronal model
+Normal rank
@@ Property / cites work @@
+TRANSIENT ANALYSIS OF IMMIGRATION BIRTH–DEATH PROCESSES  WITH TOTAL CATASTROPHES
+Normal rank
@@ Property / cites work @@
+Q5528194
@@ Property / cites work: Q5528194 / rank @@
+Normal rank
@@ Property / cites work @@
+On the M/M/1 queue with catastrophes and its continuous approximation
+Normal rank
@@ Property / cites work @@
+A note on birth-death processes with catastrophes
@@ Property / cites work: A note on birth-death processes with catastrophes / rank @@
+Normal rank
@@ Property / cites work @@
+A result on the first-passage time of an Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Q5824493
@@ Property / cites work: Q5824493 / rank @@
+Normal rank
@@ Property / cites work @@
+Spiking Neuron Models
@@ Property / cites work: Spiking Neuron Models / rank @@
+Normal rank
@@ Property / cites work @@
+On some diffusion approximations to queueing systems
+Normal rank
@@ Property / cites work @@
+Q4662077
@@ Property / cites work: Q4662077 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting diffusion approximations for the many server queue and the repairman problem
+Normal rank
@@ Property / cites work @@
+Q5134772
@@ Property / cites work: Q5134772 / rank @@
+Normal rank
@@ Property / cites work @@
+On the transition densities for reflected diffusions
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Transient analysis of a single server queue with catastrophes, failures and repairs
+Normal rank
@@ Property / cites work @@
+Optimal control of a simple immigration--emigration process through total catastrophes.
+Normal rank
@@ Property / cites work @@
+Diffusion limits for congestion models
@@ Property / cites work: Diffusion limits for congestion models / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential trends of Ornstein–Uhlenbeck first-passage-time densities
+Normal rank
@@ Property / cites work @@
+Killing and resurrection of markov processes
@@ Property / cites work: Killing and resurrection of markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q4127741
@@ Property / cites work: Q4127741 / 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 @@
+On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary
+Normal rank
@@ Property / cites work @@
+First-passage-time density and moments of the ornstein-uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Transient probabilities for a simple birth-death-immigration process under the influence of total catastrophes
+Normal rank
@@ Property / cites work @@
+Some mean first-passage time approximations for the Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+Q3230522
@@ Property / cites work: Q3230522 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to Theoretical Neurobiology
@@ Property / cites work: Introduction to Theoretical Neurobiology / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of the reflected Ornstein-Uhlenbeck process
+Normal rank
@@ Property / cites work @@
+A diffusion approximation for a Markovian queue with reneging
+Normal rank
@@ Property / DBLP publication ID @@
+journals/amc/GiornoNC12
@@ Property / DBLP publication ID: journals/amc/GiornoNC12 / rank @@
+Normal rank