Pages that link to "Item:Q1162761"
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The following pages link to On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\). (Q1162761):
Displaying 50 items.
- Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454) (← links)
- An integral representation of dilatively stable processes with independent increments (Q347477) (← links)
- The random integral representation conjecture: a quarter of a century later (Q392773) (← links)
- Foundations of quantum mechanics: The Langevin equations for QM (Q413193) (← links)
- Recent results in the theory and applications of CARMA processes (Q457274) (← links)
- Remarks on the factorization property of some random integrals (Q467021) (← links)
- Selfdecomposable fields (Q521968) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- A characterization of random-coefficient AR(1) models (Q582792) (← links)
- The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type (Q603819) (← links)
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) (← links)
- Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions (Q632494) (← links)
- Quasi Ornstein-Uhlenbeck processes (Q638762) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- Transition law-based simulation of generalized inverse Gaussian Ornstein-Uhlenbeck processes (Q655929) (← links)
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling (Q745333) (← links)
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type (Q789804) (← links)
- Heavy-traffic limits for many-server queues with service interruptions (Q833098) (← links)
- The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions (Q839414) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Prediction of Lévy-driven CARMA processes (Q888318) (← links)
- Stochastic integral and series representations for strictly stable distributions (Q895900) (← links)
- On exit times of Levy-driven Ornstein-Uhlenbeck processes (Q945794) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations (Q997260) (← links)
- Supremum self-decomposable random vectors (Q1081189) (← links)
- Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\) (Q1093232) (← links)
- Completely positive operators and processes of Ornstein-Uhlenbeck type (Q1097583) (← links)
- A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type (Q1123486) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
- Embedding a stochastic difference equation into a continuous-time process (Q1822836) (← links)
- On stationary solutions of delay differential equations driven by a Lévy process. (Q1877511) (← links)
- Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations (Q1944672) (← links)
- Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501) (← links)
- Turán inequalities and complete monotonicity for a class of entire functions (Q1980941) (← links)
- Neural network-based parameter estimation of stochastic differential equations driven by Lévy noise (Q2088244) (← links)
- Fast simulation of tempered stable Ornstein-Uhlenbeck processes (Q2095765) (← links)
- Tempered positive Linnik processes and their representations (Q2106799) (← links)
- Structural properties of generalised Planck distributions (Q2129247) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process (Q2208942) (← links)
- A generalized hyperbolic model for a risky asset with dependence (Q2231023) (← links)
- Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890) (← links)
- On the relation between GARCH and stable processes (Q2277742) (← links)
