Pages that link to "Item:Q1404240"
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The following pages link to Properties of the reflected Ornstein-Uhlenbeck process (Q1404240):
Displayed 22 items.
- 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)
- 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)
- 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)
- Stationary distribution of reflected O-U process with two-sided barriers (Q1003418) (← 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)
- A diffusion approximation for a GI/GI/1 queue with balking or reneging (Q2572915) (← links)
- Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources (Q2641953) (← 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 the transition densities for reflected diffusions (Q5694152) (← links)
- Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)