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| Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
|---|---|---|---|
| 1 |
Material Type: Artigo
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Parameter Estimation for Ornstein–Uhlenbeck Driven by Ornstein–Uhlenbeck Processes with Small Lévy NoisesZhang, Xuekang ; Shu, Huisheng ; Yi, HaoranJournal of theoretical probability, 2023-03, Vol.36 (1), p.78-98 [Periódico revisado por pares]New York: Springer USTexto completo disponível |
| 2 |
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 |
| 3 |
Material Type: Artigo
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Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operatorsMarino, LorenzoJournal of mathematical analysis and applications, 2021-08, Vol.500 (1), p.125168, Article 125168 [Periódico revisado por pares]Elsevier IncTexto completo disponível |
| 4 |
Material Type: Artigo
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Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck processGajda, JanuszMathematical methods in the applied sciences, 2023-05, Vol.46 (7), p.8324-8333 [Periódico revisado por pares]Freiburg: Wiley Subscription Services, IncTexto completo disponível |
| 5 |
Material Type: Artigo
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A counterexample to L∞-gradient type estimates for Ornstein–Uhlenbeck operatorsDolera, Emanuele ; Priola, EnricoAnnali di matematica pura ed applicata, 2024-04, Vol.203 (2), p.975-988 [Periódico revisado por pares]Berlin/Heidelberg: Springer Berlin HeidelbergTexto completo disponível |
| 6 |
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 |
| 7 |
Material Type: Artigo
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Quickest Detection Problems for Ornstein–Uhlenbeck ProcessesGlover, Kristoffer ; Peskir, GoranMathematics of operations research, 2024-05, Vol.49 (2), p.1045-1064 [Periódico revisado por pares]INFORMSTexto completo disponível |
| 8 |
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 |
| 9 |
Material Type: Artigo
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Power option pricing problem of uncertain exponential Ornstein–Uhlenbeck modelLiu, Yang ; Lio, WaichonChaos, solitons and fractals, 2024-01, Vol.178, p.114293, Article 114293 [Periódico revisado por pares]Texto completo disponível |
| 10 |
Material Type: Artigo
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Dynamical behaviors of a stochastic HTLV-I infection model with general infection form and Ornstein–Uhlenbeck processShi, Zhenfeng ; Jiang, DaqingChaos, solitons and fractals, 2022-12, Vol.165, p.112789, Article 112789 [Periódico revisado por pares]Elsevier LtdTexto completo disponível |
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