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- LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS 2022-11-18 Paper Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes...10 bytes (17 words) - 01:47, 12 December 2023
- functional for an Ornstein–Uhlenbeck process 2023-02-01 Paper Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting...10 bytes (18 words) - 18:45, 9 December 2023
- 2008-05-07 Paper Markov-breaking and the emergence of long memory in Ornstein–Uhlenbeck systems 2008-04-24 Paper Fractal Lévy correlation cascades 2007-05-07...10 bytes (17 words) - 14:48, 9 December 2023
- Related Stochastic Calculus 2017-10-10 Paper Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation...10 bytes (18 words) - 04:50, 12 December 2023
- spaces 2021-11-18 Paper Ornstein-Uhlenbeck semigroups in infinite dimension 2020-05-19 Paper Schauder theorems for Ornstein-Uhlenbeck equations in infinite...10 bytes (17 words) - 13:33, 8 December 2023
- inequalities in \(L^p\)-spaces 2022-11-23 Paper On the generalized Ornstein-Uhlenbeck operators perturbed by regular potentials and inverse square potentials...10 bytes (16 words) - 18:20, 24 September 2023
- TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES 2013-03-05 Paper First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps...10 bytes (17 words) - 15:32, 11 December 2023
- Paper On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes 2014-04-17 Paper Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process...10 bytes (17 words) - 17:09, 6 October 2023
- associated to a nonsymmetric Ornstein-Uhlenbeck semigroup 2009-06-30 Paper Riesz transforms for a non-symmetric Ornstein--Uhlenbeck semigroup 2009-03-20 Paper...10 bytes (17 words) - 23:04, 24 September 2023
- the Ornstein-Uhlenbeck process 2017-09-20 Paper Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck...10 bytes (18 words) - 03:27, 7 October 2023
- estimators for Ornstein–Uhlenbeck process with large linear drift 2023-07-17 Paper Parameter estimation for integrated Ornstein-Uhlenbeck processes with...10 bytes (16 words) - 17:53, 24 September 2023
- 2001-07-05 Paper A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary 2000-05-18 Paper https://portal...10 bytes (19 words) - 14:51, 28 January 2024
- refractoriness for a non-homogeneous Ornstein-Uhlenbeck neuronal model 2014-01-30 Paper On the reflected Ornstein-Uhlenbeck process with catastrophes 2013-12-23...10 bytes (17 words) - 05:24, 9 December 2023
- 2024-03-06 Paper Erratum to the paper “Global Lp estimates for degenerate Ornstein–Uhlenbeck operators with variable coefficients” 2023-10-17 Paper Lipschitz regularity...10 bytes (16 words) - 12:36, 28 January 2024
- 2024-01-19 Paper Erratum to the paper “Global Lp estimates for degenerate Ornstein–Uhlenbeck operators with variable coefficients” 2023-10-17 Paper Global Gaussian...10 bytes (17 words) - 01:07, 11 December 2023
- first-order autoregressive process 2015-02-17 Paper On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes 2014-04-17 Paper A sharp analysis on the asymptotic...10 bytes (16 words) - 18:12, 11 December 2023
- of Littlewood-Paley g-functions of higher order associated with the Ornstein-Uhlenbeck semigroup 2002-08-14 Paper The local part and the strong type for...10 bytes (16 words) - 17:42, 24 September 2023
- perturbations of Gaussian regressors 1996-02-13 Paper On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions 1993-03-22 Paper...10 bytes (16 words) - 12:40, 13 December 2023
- properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable 2013-05-24 Paper Process...10 bytes (18 words) - 13:01, 12 December 2023
- investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition 2022-02-16 Paper An incremental-hybrid-Yager's...10 bytes (17 words) - 14:15, 10 December 2023
