Pages that link to "Item:Q3025998"
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The following pages link to On the probability densities of an Ornstein–Uhlenbeck process with a reflecting boundary (Q3025998):
Displayed 25 items.
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← 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)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
- Diffusion approximation and first-passage-time problem for a model neuron. III: A birth-and-death process approach (Q1101034) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← 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)
- Large deviations for the boundary local time of doubly reflected Brownian motion (Q2339560) (← links)
- Parameter estimation for generalized diffusion processes with reflected boundary (Q2628921) (← links)
- On a class of singular stochastic control problems for reflected diffusions (Q2633337) (← 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)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries (Q5415099) (← links)
- On the transition densities for reflected diffusions (Q5694152) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
- Maximum likelihood estimation for the reflected stochastic linear system with a large signal (Q6137366) (← links)
- Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)