Markov-modulated Ornstein–Uhlenbeck processes

Publisher： Cambridge University Press

E-ISSN： 1475-6064|48|1|235-254

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.48, Iss.1, 2016-03, pp. : 235-254

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Class of Distributions of Periodic Ornstein–Uhlenbeck Processes Driven by Lévy Processes

By Pedersen Jan   Sato Ken-Iti  

Journal of Theoretical Probability, Vol. 18, Iss. 1, 2005-01 ,pp. : 209-235

Springer Publishing Company

Access to resources Recommend Favorite

Non-Differentiable Skew Convolution Semigroups and Related Ornstein–Uhlenbeck Processes

By Dawson Donald A.   Li Zenghu  

Potential Analysis, Vol. 20, Iss. 3, 2004-05 ,pp. : 285-302

Springer Publishing Company

Access to resources Recommend Favorite

On the Infinitesimal Generators of Ornstein–Uhlenbeck Processes with Jumps in Hilbert Space

By Applebaum David  

Potential Analysis, Vol. 26, Iss. 1, 2007-02 ,pp. : 79-100

Springer Publishing Company

Access to resources Recommend Favorite

A Large Deviation Principle of Retarded Ornstein-Uhlenbeck Processes Driven by Lévy Noise

By Liu Kai   Zhang Tusheng  

Stochastic Analysis and Applications, Vol. 32, Iss. 5, 2014-09 ,pp. : 889-910

Taylor & Francis Ltd

Access to resources Recommend Favorite

On a reflected Ornstein-Uhlenbeck process with an application

By  

Bulletin of the Australian Mathematical Society, Vol. 43, Iss. 3, 1991-06 ,pp. : 519-528

Cambridge University Press

Access to resources Recommend Favorite