Search results
From MaRDI portal
- for the maximum of a sampling of Ornstein-Uhlenbeck processes 2021-01-06 Paper Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes...10 bytes (16 words) - 14:43, 10 December 2023
- graph Ornstein-Uhlenbeck process 2022-10-18 Paper Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein–Uhlenbeck processes...10 bytes (20 words) - 14:13, 11 December 2023
- with the Ornstein-Uhlenbeck and Hermite operators 2023-05-15 Paper The initial heat distribution problem associated with the Ornstein-Uhlenbeck and Hermite...10 bytes (18 words) - 20:03, 13 December 2023
- 2023-09-19 Paper On the domain of non-symmetric and, possibly, degenerate Ornstein-Uhlenbeck operators in separable Banach spaces 2022-10-17 Paper Domains of elliptic...10 bytes (16 words) - 00:42, 10 December 2023
- equations with dynamic boundary conditions and drift terms 2023-10-09 Paper Ornstein-Uhlenbeck semigroups on star graphs 2023-06-26 Paper Instantaneous blowup and...10 bytes (17 words) - 16:30, 8 December 2023
- options 2013-11-14 Paper A note on transition density for the reflected Ornstein-Uhlenbeck process 2012-05-18 Paper https://portal.mardi4nfdi.de/entity/Q3169789...10 bytes (17 words) - 15:28, 10 December 2023
- moving-average processes in Hilbert space 2019-03-22 Paper A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures 2018-12-03 Paper The Heston stochastic...10 bytes (19 words) - 10:32, 9 December 2023
- 2013-11-28 Paper Gamma-mixed Ornstein-Uhlenbeck sheet 2013-11-07 Paper Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process 2013-10-18 Paper...10 bytes (19 words) - 17:45, 11 December 2023
- and Ornstein-Uhlenbeck models for neural activity 1996-02-12 Paper PERCEPTION OF AREA OF INTERPOLATED FIGURES 1995-09-10 Paper Ornstein-Uhlenbeck model...10 bytes (16 words) - 21:38, 8 December 2023
- Paper Ornstein-Uhlenbeck processes of bounded variation 2021-11-09 Paper First-passage probabilities and invariant distributions of Kac-Ornstein-Uhlenbeck...10 bytes (18 words) - 11:24, 11 December 2023
- concentration inequalities for the Ornstein-Uhlenbeck process without tears 2016-02-05 Paper Large deviations for the Ornstein-Uhlenbeck process with shift 2015-11-06...10 bytes (17 words) - 20:58, 8 December 2023
- Type Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process 2022-03-15 Paper A study of dividend yield model under stochastic...10 bytes (16 words) - 17:35, 13 December 2023
- and the hierarchical Ornstein-Uhlenbeck model: Some equivalences and differences 2011-07-27 Paper A hierarchical Ornstein-Uhlenbeck model for continuous...10 bytes (16 words) - 19:46, 12 December 2023
- motion 2013-12-02 Paper The local time of the Markov processes of Ornstein-Uhlenbeck type 2012-08-30 Paper The packing indices for some Lévy processes...10 bytes (17 words) - 17:27, 11 December 2023
- for Ornstein-Uhlenbeck processes observed at high frequency 2023-12-14 Paper Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes...10 bytes (18 words) - 12:58, 6 October 2023
- fractional Ornstein-Uhlenbeck process 2017-02-17 Paper Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process...10 bytes (19 words) - 19:11, 8 December 2023
- 2018-11-13 Paper -Scaling of dNch/d at by the PHOBOS Collaboration and the Ornstein-Uhlenbeck Stochastic Process 2003-10-09 Paper Scaling Behavior of (Nch)-1dNch/d ...10 bytes (16 words) - 11:06, 13 December 2023
- A Calderón theorem for the Poisson semigroups associated with the Ornstein-Uhlenbeck and Hermite operators 2023-05-15 Paper Boundedness of operators related...10 bytes (18 words) - 13:17, 28 January 2024
- signals detection 2022-08-05 Paper Thermodynamic work statistics for Ornstein-Uhlenbeck-type heat baths 2022-07-01 Paper Electronic plasma Brownian motion...10 bytes (20 words) - 19:15, 8 December 2023
- non-homogeneous Ornstein-Uhlenbeck processes 2020-04-22 Paper On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes...10 bytes (16 words) - 17:23, 11 December 2023
