The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (Q3182427)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes |
scientific article |
Statements
The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes (English)
0 references
8 October 2009
0 references
Ornstein--Uhlenbeck process
0 references
reflected process
0 references
Markov-modulated process
0 references
stationary distribution
0 references
0 references
0 references
