IR finite correlation functions in de Sitter space, a smooth massless limit, and an autonomous equation.
- Published in:
- Journal of High Energy Physics, 2025, v. 2025, n. 4, p. 1, doi. 10.1007/JHEP04(2025)127
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- Publication type:
- Article
Works matching DE "ORNSTEIN-Uhlenbeck process"
Results: 693
1
2
A One-Factor Conditionally Linear Commodity Pricing Model under Partial Information.
- Published in:
- Asia-Pacific Financial Markets, 2014, v. 21, n. 2, p. 151, doi. 10.1007/s10690-014-9182-y
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- Publication type:
- Article
3
The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk.
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- Asia-Pacific Financial Markets, 1998, v. 5, n. 2, p. 129, doi. 10.1023/A:1010034115552
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- Publication type:
- Article
4
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting.
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- Annals of the Institute of Statistical Mathematics, 2018, v. 70, n. 4, p. 807, doi. 10.1007/s10463-017-0610-4
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- Article
5
Bootstrapping continuous-time autoregressive processes.
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- Annals of the Institute of Statistical Mathematics, 2014, v. 66, n. 1, p. 75, doi. 10.1007/s10463-013-0406-0
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- Article
6
Minimum density power divergence estimator for diffusion processes.
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- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 2, p. 213, doi. 10.1007/s10463-012-0366-9
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- Publication type:
- Article
7
A least squares estimator for discretely observed Ornstein-Uhlenbeck processes driven by symmetric α-stable motions.
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- Annals of the Institute of Statistical Mathematics, 2013, v. 65, n. 1, p. 89, doi. 10.1007/s10463-012-0362-0
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- Publication type:
- Article
8
Local asymptotic mixed normality for discretely observed non-recurrent Ornstein-Uhlenbeck processes.
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- Annals of the Institute of Statistical Mathematics, 2012, v. 64, n. 1, p. 193, doi. 10.1007/s10463-010-0307-4
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- Article
9
Global L estimates for degenerate Ornstein-Uhlenbeck operators.
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- Mathematische Zeitschrift, 2010, v. 266, n. 4, p. 789, doi. 10.1007/s00209-009-0599-3
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- Article
10
Existence and Internal Structure of the Deterministic Attracting Set for a Random Ant Colonies Model.
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- Fluctuation & Noise Letters, 2024, v. 23, n. 1, p. 1, doi. 10.1142/S0219477524500068
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- Publication type:
- Article
11
The Level-Crossing Problem: First-Passage, Escape and Extremes.
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- Fluctuation & Noise Letters, 2014, v. 13, n. 4, p. 1, doi. 10.1142/S0219477514300018
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- Publication type:
- Article
12
SOME EVOLUTION EQUATIONS FOR AN ORNSTEIN-UHLENBECK PROCESS-DRIVEN DYNAMICAL SYSTEM.
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- Fluctuation & Noise Letters, 2012, v. 11, n. 4, p. -1, doi. 10.1142/S0219477512500204
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- Publication type:
- Article
13
The collective dynamics of a stochastic Port-Hamiltonian self-driven agent model in one dimension.
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- ESAIM: Mathematical Modelling & Numerical Analysis (ESAIM: M2AN), 2024, v. 58, n. 2, p. 515, doi. 10.1051/m2an/2024004
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- Article
14
On extension and refinement of the Poincaré inequality.
- Published in:
- Archiv der Mathematik, 2013, v. 100, n. 1, p. 63, doi. 10.1007/s00013-012-0464-1
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- Article
15
On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions.
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- Archiv der Mathematik, 2007, v. 89, n. 3, p. 226, doi. 10.1007/s00013-007-2082-x
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- Publication type:
- Article
16
A simulation study of the COVID-19 pandemic based on the Ornstein-Uhlenbeck processes.
- Published in:
- Computational Methods for Differential Equations, 2022, v. 10, n. 3, p. 738, doi. 10.22034/cmde.2021.43961.1864
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- Publication type:
- Article
17
Exact solutions and numerical simulations of time-fractional Fokker-Plank equation for special stochastic process.
- Published in:
- Computational Methods for Differential Equations, 2021, v. 9, n. 1, p. 258, doi. 10.22034/cmde.2019.30717.1458
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- Publication type:
- Article
18
A new type of CEV model: properties, comparison, and application to portfolio optimization.
- Published in:
- Stochastic Models, 2025, v. 41, n. 1, p. 85, doi. 10.1080/15326349.2024.2327435
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- Publication type:
- Article
19
First passage time density of an Ornstein–Uhlenbeck process with broken drift.
- Published in:
- Stochastic Models, 2022, v. 38, n. 2, p. 308, doi. 10.1080/15326349.2022.2026790
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- Publication type:
- Article
20
Model verification for Lévy-driven CARMA(2,1) processes.
- Published in:
- Stochastic Models, 2021, v. 37, n. 3, p. 517, doi. 10.1080/15326349.2021.1937224
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- Publication type:
- Article
21
Asymptotic filter behavior for high-frequency expert opinions in a market with Gaussian drift.
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- Stochastic Models, 2020, v. 36, n. 4, p. 519, doi. 10.1080/15326349.2020.1758567
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- Publication type:
- Article
22
Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound.
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- Stochastic Models, 2020, v. 36, n. 1, p. 1, doi. 10.1080/15326349.2019.1630287
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- Publication type:
- Article
23
Unrestricted consumption under a deterministic wealth and an Ornstein-Uhlenbeck process as a discount rate.
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- Stochastic Models, 2018, v. 34, n. 2, p. 139, doi. 10.1080/15326349.2017.1392867
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- Publication type:
- Article
24
Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs.
- Published in:
- Stochastic Models, 2015, v. 31, n. 4, p. 554, doi. 10.1080/15326349.2015.1058717
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- Publication type:
- Article
25
On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process.
- Published in:
- Stochastic Models, 2014, v. 30, n. 2, p. 143, doi. 10.1080/15326349.2014.900376
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- Publication type:
- Article
26
First Passage Times to Congested States of Many-Server Systems in the Halfin–Whitt Regime.
- Published in:
- Stochastic Models, 2014, v. 30, n. 2, p. 162, doi. 10.1080/15326349.2014.900385
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- Publication type:
- Article
27
Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process.
- Published in:
- Stochastic Models, 2013, v. 29, n. 3, p. 291, doi. 10.1080/15326349.2013.808899
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- Publication type:
- Article
28
Localizable Moving Average Symmetric Stable and Multistable Processes.
- Published in:
- Stochastic Models, 2009, v. 25, n. 4, p. 648, doi. 10.1080/15326340903291321
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- Article
29
On the Dependence Structure of Gaussian Queues.
- Published in:
- Stochastic Models, 2009, v. 25, n. 2, p. 221, doi. 10.1080/15326340902869887
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- Article
30
Exit Times and Poisson Kernels of the Ornstein-Uhlenbeck Diffusion.
- Published in:
- Stochastic Models, 2008, v. 24, n. 2, p. 314, doi. 10.1080/15326340802009337
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- Publication type:
- Article
31
Short and Long Memory Fractional Ornstein-Uhlenbeck α-Stable Processes.
- Published in:
- Stochastic Models, 2007, v. 23, n. 3, p. 451, doi. 10.1080/15326340701471091
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- Article
32
Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process 1.
- Published in:
- Stochastic Models, 2005, v. 21, n. 4, p. 967, doi. 10.1080/15326340500294702
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- Publication type:
- Article
33
PKS 2155-304: A Case Study of Blazar Variability Power Spectrum at the Highest Energies and on the Longest Timescales.
- Published in:
- Galaxies (2075-4434), 2019, v. 7, n. 3, p. 73, doi. 10.3390/galaxies7030073
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- Article
34
Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes.
- Published in:
- Canadian Journal of Statistics, 2018, v. 46, n. 2, p. 355, doi. 10.1002/cjs.11352
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- Article
35
Stochastic dynamic models and Chebyshev splines.
- Published in:
- Canadian Journal of Statistics, 2014, v. 42, n. 4, p. 610, doi. 10.1002/cjs.11233
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- Publication type:
- Article
36
The effect of intermittency in wave forcing on the quasi-biennial oscillation.
- Published in:
- Journal of Fluid Mechanics, 2024, v. 988, p. 1, doi. 10.1017/jfm.2024.418
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- Publication type:
- Article
37
Data-driven model for Lagrangian evolution of velocity gradients in incompressible turbulent flows.
- Published in:
- Journal of Fluid Mechanics, 2024, v. 984, p. 1, doi. 10.1017/jfm.2024.235
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- Publication type:
- Article
38
Shape optimisation for a stochastic two-dimensional cylinder wake using ensemble variation.
- Published in:
- Journal of Fluid Mechanics, 2023, v. 959, p. 1, doi. 10.1017/jfm.2023.122
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- Publication type:
- Article
39
Modelling Lagrangian velocity and acceleration in turbulent flows as infinitely differentiable stochastic processes.
- Published in:
- Journal of Fluid Mechanics, 2020, v. 900, p. 1, doi. 10.1017/jfm.2020.495
- By:
- Publication type:
- Article
40
Acceleration of small heavy particles in homogeneous shear flow: direct numerical simulation and stochastic modelling of under-resolved intermittent turbulence.
- Published in:
- Journal of Fluid Mechanics, 2020, v. 892, p. 1, doi. 10.1017/jfm.2020.162
- By:
- Publication type:
- Article
41
A short proof of the Ornstein theorem.
- Published in:
- Ergodic Theory & Dynamical Systems, 2012, v. 32, n. 2, p. 587, doi. 10.1017/S0143385711000265
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- Publication type:
- Article
42
Modified trajectory fitting estimators for multi‐regime threshold Ornstein–Uhlenbeck processes.
- Published in:
- Stat, 2023, v. 12, n. 1, p. 1, doi. 10.1002/sta4.620
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- Publication type:
- Article
43
Exploring Mean Reversion Dynamics in Financial Markets: Insights from Hurst Exponent Analysis.
- Published in:
- Indonesian Capital Market Review, 2024, v. 16, n. 2, p. 86
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- Publication type:
- Article
44
Simulation-based assessment of the performance of hierarchical abundance estimators for camera trap surveys of unmarked species.
- Published in:
- Scientific Reports, 2023, v. 13, n. 1, p. 1, doi. 10.1038/s41598-023-43184-w
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- Publication type:
- Article
45
Simulation-based assessment of the performance of hierarchical abundance estimators for camera trap surveys of unmarked species.
- Published in:
- Scientific Reports, 2023, v. 13, n. 1, p. 1, doi. 10.1038/s41598-023-43184-w
- By:
- Publication type:
- Article
46
PRICING MULTI-ASSET AMERICAN OPTION WITH STOCHASTIC CORRELATION COEFFICIENT UNDER VARIANCE GAMMA ASSET PRICE DYNAMIC.
- Published in:
- Annals of Financial Economics, 2020, v. 15, n. 4, p. N.PAG, doi. 10.1142/S2010495220500153
- By:
- Publication type:
- Article
47
Functional law of large numbers and central limit theorem for slow-fast McKean-Vlasov equations.
- Published in:
- Discrete & Continuous Dynamical Systems - Series S, 2023, v. 16, n. 5, p. 1, doi. 10.3934/dcdss.2022213
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- Publication type:
- Article
48
Random uniform exponential attractors for Schrödinger lattice systems with quasi-periodic forces and multiplicative white noise.
- Published in:
- Discrete & Continuous Dynamical Systems - Series S, 2023, v. 16, n. 3/4, p. 1, doi. 10.3934/dcdss.2022056
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- Publication type:
- Article
49
ON THE ESSENTIAL SELF-ADJOINTNESS OF ORNSTEIN-UHLENBECK OPERATORS PERTURBED BY INVERSE-SQUARE POTENTIALS.
- Published in:
- Discrete & Continuous Dynamical Systems - Series S, 2013, v. 6, n. 3, p. 649, doi. 10.3934/dcdss.2013.6.649
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- Article
50
SCHAUDER ESTIMATES FOR SOME PERTURBATION OF AN INFINITE DIMENSIONAL ORNSTEIN--UHLENBECK OPERATOR.
- Published in:
- Discrete & Continuous Dynamical Systems - Series S, 2013, v. 6, n. 3, p. 637, doi. 10.3934/dcdss.2013.6.637
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- Publication type:
- Article