Pages that link to "Item:Q3094688"

The following pages link to First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688):

Displaying 20 items.

• Asymptotic behaviour of parametric estimation for nonstationary reflected Ornstein-Uhlenbeck processes (Q739497) (← links)
• On the first passage times of reflected O-U processes with two-sided barriers (Q855182) (← links)
• Tails of passage-times and an application to stochastic processes with boundary reflection in wedges (Q1382504) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Asymptotic behaviour of the trajectory fitting estimator for reflected Ornstein-Uhlenbeck processes (Q1721911) (← links)
• First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps (Q1934375) (← links)
• A note on the moments of the first-passage time of the Ornstein-Uhlenbeck process with a reflecting boundary (Q1977704) (← links)
• Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process (Q2135208) (← links)
• Bounds and limit theorems for a layered queueing model in electric vehicle charging (Q2294088) (← links)
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary (Q2658013) (← links)
• The first rendezvous time of Brownian motion and compound Poisson-type processes (Q4660530) (← links)
• First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers (Q4903046) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• On some functionals of the first passage times in jump models of stochastic volatility (Q5206083) (← links)
• (Q5367993) (← links)
• On the first hitting times to boundary of the reflected O-U process with two-sided barriers (Q5400692) (← links)
• Properties of the first passage times of the reflected O-U process with a two-sided barrier (Q5962128) (← links)
• Nadaraya-Watson estimators for reflected stochastic processes (Q6184301) (← links)
• Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)
• Least squares estimators for reflected Ornstein–Uhlenbeck processes (Q6641297) (← links)