The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
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 |
Revision as of 01:54, 20 March 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
8 October 2009
0 references
Ornstein--Uhlenbeck process
0 references
reflected process
0 references
Markov-modulated process
0 references
stationary distribution
0 references