Pages that link to "Item:Q3094688"
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The following pages link to First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688):
Displaying 9 items.
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
- Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
- Bounds and limit theorems for a layered queueing model in electric vehicle charging (Q2294088) (← links)
- The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
- First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
- On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)