Ornstein-Uhlenbeck Processes of Bounded Variation
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DOI: 10.1007/s11009-020-09794-x
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Cited by:
- Nikita Ratanov, 2022. "Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals," Methodology and Computing in Applied Probability, Springer, vol. 24(4), pages 2703-2721, December.
- Ahmed Nafidi & Abdenbi El Azri & Ramón Gutiérrez-Sánchez, 2023. "A Stochastic Schumacher Diffusion Process: Probability Characteristics Computation and Statistical Analysis," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-15, June.
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Keywords
Ornstein-Uhlenbeck process; Langevin equation; Telegraph process; Kac’s scaling;All these keywords.
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