The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427): Difference between revisions
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scientific article
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English | The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes |
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The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (English)
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8 October 2009
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Ornstein--Uhlenbeck process
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reflected process
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Markov-modulated process
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stationary distribution
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