Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process

By Virchenko Yu.   Mazmanishvili A.  

Cybernetics and Systems Analysis, Vol. 40, Iss. 6, 2004-11 ,pp. : 899-907

Springer Publishing Company

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Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type

By Valdivieso Luis   Schoutens Wim   Tuerlinckx Francis  

Statistical Inference for Stochastic Processes, Vol. 12, Iss. 1, 2009-02 ,pp. : 1-19

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Testing for Mean Reversion in Processes of Ornstein-Uhlenbeck Type

By Szimayer A.   Maller R.  

Statistical Inference for Stochastic Processes, Vol. 7, Iss. 2, 2004-01 ,pp. : 95-113

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Simulation of multifractal products of Ornstein–Uhlenbeck type processes

By Anh Vo V   Leonenko Nikolai N   Shieh Narn-Rueih   Taufer Emanuele  

Nonlinearity, Vol. 23, Iss. 4, 2010-04 ,pp. : 823-843

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On analytic Ornstein-Uhlenbeck semigroups in infinite dimensions

By Maas Jan  

Archiv der Mathematik, Vol. 89, Iss. 3, 2007-09 ,pp. : 226-236

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