Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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11 |
Material Type: Artigo
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Optimal trading strategies for Lévy-driven Ornstein-Uhlenbeck processesEndres, S. ; Stübinger, J.Applied economics, 2019-06, Vol.51 (29), p.3153-3169 [Periódico revisado por pares]London: RoutledgeTexto completo disponível |
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12 |
Material Type: Artigo
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Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck processWang, Xiaohu ; Xiao, Weilin ; Yu, JunJournal of econometrics, 2023-02, Vol.232 (2), p.389-415 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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13 |
Material Type: Artigo
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Multiple Ornstein-Uhlenbeck Processes for Maritime Traffic Graph RepresentationCoscia, Pasquale ; Braca, Paolo ; Millefiori, Leonardo M. ; Palmieri, Francesco A. N. ; Willett, PeterIEEE transactions on aerospace and electronic systems, 2018-10, Vol.54 (5), p.2158-2170 [Periódico revisado por pares]New York: IEEETexto completo disponível |
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14 |
Material Type: Artigo
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The fundamental solution of the master equation for a jump‐diffusion Ornstein–Uhlenbeck processRozanova, Olga S. ; Krutov, Nikolai A.Mathematische Nachrichten, 2024-08, Vol.297 (8), p.3052-3063 [Periódico revisado por pares]Weinheim: Wiley Subscription Services, IncTexto completo disponível |
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15 |
Material Type: Artigo
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Ergodic estimators of double exponential Ornstein–Uhlenbeck processesHu, Yaozhong ; Sharma, NehaJournal of computational and applied mathematics, 2023-12, Vol.434, p.115329, Article 115329 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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16 |
Material Type: Artigo
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The entropy production of Ornstein-Uhlenbeck active particles: a path integral method for correlationsCaprini, Lorenzo ; Marconi, Umberto Marini Bettolo ; Puglisi, Andrea ; Vulpiani, AngeloJournal of statistical mechanics, 2019-05, Vol.2019 (5), p.53203 [Periódico revisado por pares]IOP Publishing and SISSATexto completo disponível |
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17 |
Material Type: Artigo
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Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein–Uhlenbeck processZhou, Baoquan ; Jiang, Daqing ; Han, Bingtao ; Hayat, TasawarMathematics and computers in simulation, 2022-06, Vol.196, p.15-44 [Periódico revisado por pares]Elsevier B.VTexto completo disponível |
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18 |
Material Type: Artigo
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Fast and accurate detection of evolutionary shifts in Ornstein–Uhlenbeck modelsKhabbazian, Mohammad ; Kriebel, Ricardo ; Rohe, Karl ; Ané, Cécile ; Hansen, Thomas Hansen, ThomasMethods in ecology and evolution, 2016-07, Vol.7 (7), p.811-824 [Periódico revisado por pares]London: John Wiley & Sons, IncTexto completo disponível |
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19 |
Material Type: Artigo
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SURFACE: detecting convergent evolution from comparative data by fitting Ornstein‐Uhlenbeck models with stepwise Akaike Information CriterionIngram, Travis ; Mahler, D.Luke ; Hansen, Thomas Hansen, ThomasMethods in ecology and evolution, 2013-05, Vol.4 (5), p.416-425 [Periódico revisado por pares]London: John Wiley & Sons, IncTexto completo disponível |
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20 |
Material Type: Artigo
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The Ornstein–Uhlenbeck semigroup in finite dimensionLunardi, A. ; Metafune, G. ; Pallara, D.Philosophical transactions of the Royal Society of London. Series A: Mathematical, physical, and engineering sciences, 2020-11, Vol.378 (2185), p.20200217-20200217 [Periódico revisado por pares]The Royal Society PublishingTexto completo disponível |