Functionals of complex Ornstein-Uhlenbeck processes

被引:0
|
作者
Arato, M. [1 ]
Baran, S. [1 ]
Ispany, M. [1 ]
机构
[1] Kossuth Lajos Univ, Debrecen, Hungary
来源
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:1 / 13
相关论文
共 50 条
  • [41] Parameter estimation for fractional Ornstein-Uhlenbeck processes
    Hu, Yaozhong
    Nualart, David
    STATISTICS & PROBABILITY LETTERS, 2010, 80 (11-12) : 1030 - 1038
  • [42] Parameter Estimation of Complex Fractional Ornstein-Uhlenbeck Processes with Fractional Noise
    Chen, Yong
    Hu, Yaozhong
    Wang, Zhi
    ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS, 2017, 14 (01): : 613 - 629
  • [43] On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
    Thomas Simon
    Probability Theory and Related Fields, 2011, 151 : 173 - 190
  • [44] ON INFINITE SERIES OF INDEPENDENT ORNSTEIN-UHLENBECK PROCESSES
    CSAKI, E
    CSORGO, M
    LIN, ZY
    REVESZ, P
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1991, 39 (01) : 25 - 44
  • [45] Statistical inference for generalized Ornstein-Uhlenbeck processes
    Belomestny, Denis
    Panov, Vladimir
    ELECTRONIC JOURNAL OF STATISTICS, 2015, 9 (02): : 1974 - 2006
  • [46] 2-PARAMETER ORNSTEIN-UHLENBECK PROCESSES
    WANG, ZK
    ACTA MATHEMATICA SCIENTIA, 1984, 4 (01) : 1 - 12
  • [47] Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes
    Lv, Yingdong
    Meister, Bernhard K.
    COMPLEX SCIENCES, PT 1, 2009, 4 : 1051 - 1062
  • [48] MARKOV-MODULATED ORNSTEIN-UHLENBECK PROCESSES
    Huang, G.
    Jansen, H. M.
    Mandjes, M.
    Spreij, P.
    De Turck, K.
    ADVANCES IN APPLIED PROBABILITY, 2016, 48 (01) : 235 - 254
  • [49] Ornstein-Uhlenbeck Processes Driven by Cylindrical Levy Processes
    Riedle, Markus
    POTENTIAL ANALYSIS, 2015, 42 (04) : 809 - 838
  • [50] Ornstein-Uhlenbeck type processes and branching processes with immigration
    Li, ZH
    JOURNAL OF APPLIED PROBABILITY, 2000, 37 (03) : 627 - 634