Pages that link to "Item:Q1404240"
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The following pages link to Properties of the reflected Ornstein-Uhlenbeck process (Q1404240):
Displaying 50 items.
- Long time behavior of stochastic hard ball systems (Q265264) (← links)
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- On scheduling a multiclass queue with abandonments under general delay costs (Q352983) (← links)
- On the time-dependent moments of Markovian queues with reneging (Q386344) (← links)
- On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations (Q500866) (← links)
- On the densities of certain bounded diffusion processes (Q547272) (← links)
- A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
- Estimation for queues from queue length data (Q877794) (← links)
- Transient analysis of the Erlang A model (Q890176) (← links)
- Stationary distribution of reflected O-U process with two-sided barriers (Q1003418) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- The truncated normal distribution: applications to queues with impatient customers (Q1785319) (← links)
- The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers (Q1929687) (← links)
- Queues in tandem with customer deadlines and retrials (Q1934371) (← links)
- First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
- Birth and death processes in interactive random environments (Q2095036) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises (Q2288766) (← links)
- Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic (Q2302275) (← links)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- A diffusion approximation for a GI/GI/1 queue with balking or reneging (Q2572915) (← links)
- Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
- Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources (Q2641953) (← links)
- Regulated seasonal unit root process (Q2700548) (← links)
- A general lower bound of parameter estimation for reflected Ornstein–Uhlenbeck processes (Q2804409) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
- Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
- The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427) (← links)
- First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
- On the Generalized Drift Skorokhod Problem in One Dimension (Q4918558) (← links)
- On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818) (← links)
- Spectral gap of the Erlang A model in the Halfin-Whitt regime (Q5168853) (← links)
- Properties of the Cox–Ingersoll–Ross Interest Rate Processes with Two-sided Reflections (Q5259080) (← links)
- Constraint Ornstein-Uhlenbeck bridges (Q5366994) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)
- Large Deviations for Additive Functionals of Reflected Jump-Diffusions (Q5870384) (← links)
- Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390) (← links)
- Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model (Q6088218) (← links)
- Regulated Ornstein-Uhlenbeck process in pandemic-time asset pricing of stocks and derivatives (Q6130672) (← links)
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
