Pages that link to "Item:Q5753291"
From MaRDI portal
The following pages link to On the Distribution of the Integrated Square of the Ornstien–Uhlenbeck Process (Q5753291):
Displaying 8 items.
- Long-range undersea acoustic pulse propagation: A stochastic-mechanical approach (Q1336736) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- Ergodic property of Langevin systems with superstatistical, uncorrelated or correlated diffusivity (Q2069233) (← links)
- Log-gamma motion as flexible model for generalized interest rates (Q4639175) (← links)
- Superposition of Diffusions with Linear Generator and its Multifractal Limit Process (Q4709879) (← links)
- Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (Q5006303) (← links)
- On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process (Q5107654) (← links)
- Landscapes of random diffusivity processes in harmonic potential (Q6140205) (← links)