Pages that link to "Item:Q3646964"
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The following pages link to Ornstein–Uhlenbeck Processes and Extensions (Q3646964):
Displayed 18 items.
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
- On the law of killed exponential functionals (Q2042822) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Using maximum cross section method for filtering jump-diffusion random processes (Q2187855) (← links)
- Ornstein-Uhlenbeck processes of bounded variation (Q2241633) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
- Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes (Q3106294) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Detrended fluctuation analysis of the Ornstein-Uhlenbeck process: Stationarity versus nonstationarity (Q4601375) (← links)
- Stackelberg equilibria in a continuous-time vertical contracting model with uncertain demand and delayed information (Q5245626) (← links)
- Hazard-selfsimilarity of diffusions’ first passage times (Q5888042) (← links)
- Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836) (← links)