Pages that link to "Item:Q2806355"

The following pages link to Markov-modulated Ornstein–Uhlenbeck processes (Q2806355):

Displaying 11 items.

• Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
• Functional central limit theorems for Markov-modulated infinite-server systems (Q530417) (← links)
• Linear stochastic fluid networks: rare-event simulation and Markov modulation (Q1739369) (← links)
• Broken detailed balance and non-equilibrium dynamics in noisy social learning models (Q2067461) (← links)
• Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
• Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
• PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
• Explicit Computations for Some Markov Modulated Counting Processes (Q4976494) (← links)
• DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
• A Diffusion-Based Analysis of a Multiclass Road Traffic Network (Q5856673) (← links)