Pages that link to "Item:Q387693"
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The following pages link to On the reflected Ornstein-Uhlenbeck process with catastrophes (Q387693):
Displaying 7 items.
- Analysis of reflected diffusions via an exponential time-based transformation (Q310026) (← links)
- A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation (Q892405) (← links)
- Generating random variates from PDF of Gauss-Markov processes with a reflecting boundary (Q1662059) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- Simulation of sample paths for Gauss-Markov processes in the presence of a reflecting boundary (Q5193442) (← links)
- A note on the central limit theorem for the idleness process in a one‐sided reflected Ornstein–Uhlenbeck model (Q6088218) (← links)
- Limit theorems for reflected Ornstein-Uhlenbeck processes (Q6552779) (← links)
