Ornstein-Uhlenbeck processes of bounded variation

DOI10.1007/s11009-020-09794-xzbMath1476.60146arXiv2007.08271OpenAlexW3033399114MaRDI QIDQ2241633

Nikita E. Ratanov

Publication date: 9 November 2021

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.08271

zbMATH Keywords

Langevin equationOrnstein-Uhlenbeck processtelegraph processKac's scaling

Mathematics Subject Classification ID

Special processes (60K99) Continuous-time Markov processes on discrete state spaces (60J27) Jump processes on discrete state spaces (60J74)

Related Items (6)

Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity ⋮ Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals ⋮ On the telegraph process driven by geometric counting process with Poisson-based resetting ⋮ A stochastic Schumacher diffusion process: probability characteristics computation and statistical analysis ⋮ Continuous‐time multi‐type Ehrenfest model and related Ornstein–Uhlenbeck diffusion on a star graph ⋮ On some finite-velocity random motions driven by the geometric counting process

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