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Exact simulation of the Ornstein–Uhlenbeck driven stochastic volatility modelLi, Chenxu ; Wu, LinjiaEuropean journal of operational research, 2019-06, Vol.275 (2), p.768-779 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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A cautionary note on the use of Ornstein Uhlenbeck models in macroevolutionary studiesCooper, Natalie ; Thomas, Gavin H. ; Venditti, Chris ; Meade, Andrew ; Freckleton, Rob P.Biological journal of the Linnean Society, 2016-05, Vol.118 (1), p.64-77 [Periódico revisado por pares]England: Oxford University PressTexto completo disponível |
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Integrated stationary Ornstein–Uhlenbeck process, and double integral processesAbundo, Mario ; Pirozzi, EnricaPhysica A, 2018-03, Vol.494, p.265-275 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Sparse inference of the drift of a high-dimensional Ornstein–Uhlenbeck processGaïffas, Stéphane ; Matulewicz, GustawJournal of multivariate analysis, 2019-01, Vol.169, p.1-20 [Periódico revisado por pares]Elsevier IncTexto completo disponível |
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Material Type: Artigo
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Renormalized powers of Ornstein–Uhlenbeck processes and well-posedness of stochastic Ginzburg–Landau equationsE, Weinan ; Jentzen, Arnulf ; Shen, HaoNonlinear analysis, 2016-09, Vol.142, p.152-193 [Periódico revisado por pares]Elsevier LtdTexto completo disponível |
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Material Type: Artigo
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Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integrationFasen, VickyJournal of econometrics, 2013-02, Vol.172 (2), p.325-337 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Thermodynamic significance to correct the location of first rising region in radial distribution function approximately estimated from Ornstein–Zernike integral equation theory for Lennard–Jones fluidsMiyata, Tatsuhiko ; Ebato, YukiJournal of molecular liquids, 2016-05, Vol.217, p.75-82 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Correction of Kovalenko-Hirata closure in Ornstein-Zernike integral equation theory for Lennard-Jones fluidsMiyata, Tatsuhiko ; Ebato, YukiJournal of molecular liquids, 2017-11, Vol.245, p.2-10 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Sharp large deviations for the non-stationary Ornstein–Uhlenbeck processBercu, Bernard ; Coutin, Laure ; Savy, NicolasStochastic processes and their applications, 2012-10, Vol.122 (10), p.3393-3424 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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Material Type: Artigo
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Time irregularity of generalized Ornstein–Uhlenbeck processesBrzeźniak, Zdzisław ; Goldys, Ben ; Imkeller, Peter ; Peszat, Szymon ; Priola, Enrico ; Zabczyk, JerzyComptes rendus. Mathématique, 2010-03, Vol.348 (5), p.273-276 [Periódico revisado por pares]Paris: Elsevier SASTexto completo disponível |