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Material Type: Capítulo de Livro
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The Lp-Poincaré Inequality for Analytic Ornstein–Uhlenbeck Semigroupsvan Neerven, JanOperator Semigroups Meet Complex Analysis, Harmonic Analysis and Mathematical Physics, 2015, p.353-368Cham: Springer International PublishingTexto completo disponível |
12 |
Material Type: Capítulo de Livro
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Dilation Vector Field on Wiener SpaceAirault, HélèneMalliavin Calculus and Stochastic Analysis, p.77-94Boston, MA: Springer USTexto completo disponível |
13 |
Material Type: Capítulo de Livro
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Maximum Likelihood Estimation for the Fractional Ornstein–Uhlenbeck ProcessTanaka, KatsutoTime Series Analysis, 2017, p.673-707Hoboken, New Jersey: John Wiley & Sons, IncTexto completo disponível |
14 |
Material Type: Capítulo de Livro
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Strong Consistency of the Bayesian Estimator for the Ornstein–Uhlenbeck ProcessYasuda, Kazuhiro ; Kohatsu-Higa, Arturo ; Vayatis, NicolasInspired by Finance, 2014, p.411-437Switzerland: Springer International Publishing AGTexto completo disponível |
15 |
Material Type: Capítulo de Livro
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Lévy-Driven Time Series Models for Financial DataBrockwell, Peter ; Lindner, AlexanderHandbook of Statistics, 2012, Vol.30, p.543-563Elsevier Science & TechnologyTexto completo disponível |
16 |
Material Type: Capítulo de Livro
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The Ornstein–Uhlenbeck ProcessLubashevsky, Ihor ; Mahnke, Reinhard ; Kaupužs, JevgenijsPhysics of Stochastic Processes, 2008, p.253-273Weinheim, Germany: Wiley‐VCH Verlag GmbH & Co. KGaATexto completo disponível |
17 |
Material Type: Capítulo de Livro
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Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean ReversionBenth, Fred Espen ; Khedher, AsmaThe Fascination of Probability, Statistics and Their Applications, 2016, p.153-189Switzerland: Springer International Publishing AGTexto completo disponível |
18 |
Material Type: Capítulo de Livro
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Explicit Formulae in Probability and in Statistical PhysicsComtet, Alain ; Tourigny, YvesIn Memoriam Marc Yor - Séminaire de Probabilités XLVII, 2015, Vol.2137, p.505-519 [Periódico revisado por pares]Switzerland: Springer International Publishing AGTexto completo disponível |
19 |
Material Type: Capítulo de Livro
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Gradient Estimates and Domain Identification for Analytic Ornstein-Uhlenbeck OperatorsMaas, Jan ; van Neerven, JanParabolic Problems, 2011, p.463-477Basel: Springer BaselTexto completo disponível |
20 |
Material Type: Capítulo de Livro
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Parametric Estimation for Fractional Ornstein–Uhlenbeck-Type ProcessRao, B. L. S. Prakasa Rao, B. L. S. PrakasaStatistical Inference for Fractional Diffusion Processes, 2010, p.77-99United Kingdom: John Wiley & Sons, IncorporatedTexto completo disponível |