Hairer, Martin; Pardoux, Étienne Fluctuations around a homogenised semilinear random PDE. (English) Zbl 07298824 Arch. Ration. Mech. Anal. 239, No. 1, 151-217 (2021). MSC: 35R60 35B27 35K20 35K58 60H05 PDF BibTeX XML Cite \textit{M. Hairer} and \textit{É. Pardoux}, Arch. Ration. Mech. Anal. 239, No. 1, 151--217 (2021; Zbl 07298824) Full Text: DOI
Nkurunziza, Sévérien Inference problem in generalized fractional Ornstein-Uhlenbeck processes with change-point. (English) Zbl 07282844 Bernoulli 27, No. 1, 107-134 (2021). MSC: 60 62 PDF BibTeX XML Cite \textit{S. Nkurunziza}, Bernoulli 27, No. 1, 107--134 (2021; Zbl 07282844) Full Text: DOI Euclid
Zhang, Xiaofeng; Yuan, Rong Pullback attractor for random chemostat model driven by colored noise. (English) Zbl 07281339 Appl. Math. Lett. 112, Article ID 106833, 5 p. (2021). MSC: 37L30 37H30 PDF BibTeX XML Cite \textit{X. Zhang} and \textit{R. Yuan}, Appl. Math. Lett. 112, Article ID 106833, 5 p. (2021; Zbl 07281339) Full Text: DOI
Rusakov, O. V.; Yakubovich, Yu. V.; Baev, B. A. On some local asymptotic properties of sequences with a random index. (English. Russian original) Zbl 07311063 Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308-319 (2020); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453-468 (2020). MSC: 60 28A 28 PDF BibTeX XML Cite \textit{O. V. Rusakov} et al., Vestn. St. Petersbg. Univ., Math. 53, No. 3, 308--319 (2020; Zbl 07311063); translation from Vestn. St-Peterbg. Univ., Ser. I, Mat. Mekh. Astron. 7(65), No. 3, 453--468 (2020) Full Text: DOI
Ciołek, Gabriela; Marushkevych, Dmytro; Podolskij, Mark On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model. (English) Zbl 07298080 Electron. J. Stat. 14, No. 2, 4395-4420 (2020). MSC: 62M05 62H12 62J07 60G15 PDF BibTeX XML Cite \textit{G. Ciołek} et al., Electron. J. Stat. 14, No. 2, 4395--4420 (2020; Zbl 07298080) Full Text: DOI Euclid
Li, Shuyi; Wei, Yuming; Peng, Huaqin A stochastic SIS epidemic model with Ornstein-Uhlenbeck process. (Chinese. English summary) Zbl 07295266 J. Guangxi Norm. Univ., Nat. Sci. 38, No. 4, 74-81 (2020). MSC: 60H10 92D30 PDF BibTeX XML Cite \textit{S. Li} et al., J. Guangxi Norm. Univ., Nat. Sci. 38, No. 4, 74--81 (2020; Zbl 07295266) Full Text: DOI
Kleptsyna, M. L.; Marushkevych, D. A.; Chigansky, P. Yu. Asymptotic accuracy in estimation of a fractional signal in a small white noise. (English. Russian original) Zbl 07294379 Autom. Remote Control 81, No. 3, 411-429 (2020); translation from Avtom. Telemekh. 2020, No. 3, 44-66 (2020). MSC: 93E11 93C05 60G22 60H40 PDF BibTeX XML Cite \textit{M. L. Kleptsyna} et al., Autom. Remote Control 81, No. 3, 411--429 (2020; Zbl 07294379); translation from Avtom. Telemekh. 2020, No. 3, 44--66 (2020) Full Text: DOI
Koroliuk, V. S.; Koroliouk, D.; Dovgyi, S. O. Diffusion process with evolution and its parameter estimation. (English. Russian original) Zbl 07285406 Cybern. Syst. Anal. 56, No. 5, 732-738 (2020); translation from Kibern. Sist. Anal. 2020, No. 5, 55-62 (2020). MSC: 62M05 60J60 62F10 PDF BibTeX XML Cite \textit{V. S. Koroliuk} et al., Cybern. Syst. Anal. 56, No. 5, 732--738 (2020; Zbl 07285406); translation from Kibern. Sist. Anal. 2020, No. 5, 55--62 (2020) Full Text: DOI
Wu, Lan; Zang, Xin; Zhao, Hongxin Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process. (English) Zbl 07282778 Quant. Finance 20, No. 8, 1285-1306 (2020). MSC: 91G15 60J70 60G51 PDF BibTeX XML Cite \textit{L. Wu} et al., Quant. Finance 20, No. 8, 1285--1306 (2020; Zbl 07282778) Full Text: DOI
Chen, Yong; Kuang, Nenghui; Li, Ying Berry-Esséen bound for the parameter estimation of fractional Ornstein-Uhlenbeck processes. (English) Zbl 07272803 Stoch. Dyn. 20, No. 4, Article ID 2050023, 13 p. (2020). MSC: 60H07 60F25 62M09 PDF BibTeX XML Cite \textit{Y. Chen} et al., Stoch. Dyn. 20, No. 4, Article ID 2050023, 13 p. (2020; Zbl 07272803) Full Text: DOI
Gordina, Maria; Röckner, Michael; Teplyaev, Alexander Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities. (English) Zbl 07271332 Probab. Theory Relat. Fields 178, No. 3-4, 861-891 (2020). MSC: 60H10 35R15 60H15 47D07 47N30 PDF BibTeX XML Cite \textit{M. Gordina} et al., Probab. Theory Relat. Fields 178, No. 3--4, 861--891 (2020; Zbl 07271332) Full Text: DOI
Hess, Markus A pure-jump mean-reverting short rate model. (English) Zbl 1452.91318 Mod. Stoch., Theory Appl. 7, No. 2, 113-134 (2020). MSC: 91G30 91G20 60G51 60J70 PDF BibTeX XML Cite \textit{M. Hess}, Mod. Stoch., Theory Appl. 7, No. 2, 113--134 (2020; Zbl 1452.91318) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. The multifaceted behavior of integrated supou processes: the infinite variance case. (English) Zbl 07268514 J. Theor. Probab. 33, No. 4, 1801-1831 (2020). MSC: 60F05 60G52 60G10 PDF BibTeX XML Cite \textit{D. Grahovac} et al., J. Theor. Probab. 33, No. 4, 1801--1831 (2020; Zbl 07268514) Full Text: DOI
Jiang, Hui; Liu, Hui; Zhou, Youzhou Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations. (English) Zbl 1451.62108 Electron. J. Stat. 14, No. 2, 3192-3229 (2020). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 62N02 60F10 60G22 PDF BibTeX XML Cite \textit{H. Jiang} et al., Electron. J. Stat. 14, No. 2, 3192--3229 (2020; Zbl 1451.62108) Full Text: DOI Euclid
Mehrdoust, Farshid; Najafi, Ali Reza An uncertain exponential Ornstein-Uhlenbeck interest rate model with uncertain CIR volatility. (English) Zbl 1448.91308 Bull. Iran. Math. Soc. 46, No. 5, 1405-1420 (2020). Reviewer: George Stoica (Saint John) MSC: 91G30 60J60 PDF BibTeX XML Cite \textit{F. Mehrdoust} and \textit{A. R. Najafi}, Bull. Iran. Math. Soc. 46, No. 5, 1405--1420 (2020; Zbl 1448.91308) Full Text: DOI
Dȩbicki, Krzysztof; Hashorva, Enkelejd; Wang, Longmin Extremes of vector-valued Gaussian processes. (English) Zbl 07242845 Stochastic Processes Appl. 130, No. 9, 5802-5837 (2020). MSC: 60G15 60G70 PDF BibTeX XML Cite \textit{K. Dȩbicki} et al., Stochastic Processes Appl. 130, No. 9, 5802--5837 (2020; Zbl 07242845) Full Text: DOI
Tanaka, Katsuto Comparison of the LS-based estimators and the MLE for the fractional Ornstein-Uhlenbeck process. (English) Zbl 1448.60117 Stat. Inference Stoch. Process. 23, No. 2, 415-434 (2020). MSC: 60H05 60H35 62M10 PDF BibTeX XML Cite \textit{K. Tanaka}, Stat. Inference Stoch. Process. 23, No. 2, 415--434 (2020; Zbl 1448.60117) Full Text: DOI
Assaad, Obayda; Tudor, Ciprian A. Parameter identification for the Hermite Ornstein-Uhlenbeck process. (English) Zbl 1448.60118 Stat. Inference Stoch. Process. 23, No. 2, 251-270 (2020). Reviewer: Mátyás Barczy (Debrecen) MSC: 60H07 62F12 60G22 PDF BibTeX XML Cite \textit{O. Assaad} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 23, No. 2, 251--270 (2020; Zbl 1448.60118) Full Text: DOI
Li, Peng; Lu, Xiaoping; Zhu, Song-Ping Pricing weather derivatives with the market price of risk extracted from the utility indifference valuation. (English) Zbl 1447.91177 Comput. Math. Appl. 79, No. 12, 3394-3409 (2020). MSC: 91G20 35Q91 PDF BibTeX XML Cite \textit{P. Li} et al., Comput. Math. Appl. 79, No. 12, 3394--3409 (2020; Zbl 1447.91177) Full Text: DOI
Liu, Hui; Jiang, Hui Cramer-type moderate deviations for a stationary Ornstein-Uhlenbeck process under discrete observations. (Chinese. English summary) Zbl 1449.60039 J. Shaanxi Norm. Univ., Nat. Sci. Ed. 48, No. 2, 103-109 (2020). MSC: 60F05 60F10 PDF BibTeX XML Cite \textit{H. Liu} and \textit{H. Jiang}, J. Shaanxi Norm. Univ., Nat. Sci. Ed. 48, No. 2, 103--109 (2020; Zbl 1449.60039) Full Text: DOI
Lipton, Alexander Old problems, classical methods, new solutions. (English) Zbl 1447.91178 Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020). MSC: 91G20 60G40 35Q91 PDF BibTeX XML Cite \textit{A. Lipton}, Int. J. Theor. Appl. Finance 23, No. 4, Article ID 2050024, 37 p. (2020; Zbl 1447.91178) Full Text: DOI
Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura Joint law of an Ornstein-Uhlenbeck process and its supremum. Appendix a. (English) Zbl 07224245 J. Appl. Probab. 57, No. 2, 541-558 (2020). MSC: 60J60 PDF BibTeX XML Cite \textit{C. Blanchet-Scalliet} et al., J. Appl. Probab. 57, No. 2, 541--558 (2020; Zbl 07224245) Full Text: DOI
Ramirez, Jorge M.; Constantinescu, Corina Dynamics of drainage under stochastic rainfall in river networks. (English) Zbl 1443.60046 Stoch. Dyn. 20, No. 3, Article ID 2050042, 19 p. (2020). MSC: 60G51 60J25 60H10 37H10 PDF BibTeX XML Cite \textit{J. M. Ramirez} and \textit{C. Constantinescu}, Stoch. Dyn. 20, No. 3, Article ID 2050042, 19 p. (2020; Zbl 1443.60046) Full Text: DOI
Balde, Maoudo Faramba; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind. (English) Zbl 1441.60042 Appl. Math. Optim. 81, No. 3, 785-814 (2020). MSC: 60H15 60H07 60G35 PDF BibTeX XML Cite \textit{M. F. Balde} et al., Appl. Math. Optim. 81, No. 3, 785--814 (2020; Zbl 1441.60042) Full Text: DOI
Liao, Zhongwei; Shao, Jinghai Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. (English) Zbl 1434.60238 J. Appl. Probab. 57, No. 1, 266-279 (2020). MSC: 60J76 60K37 60J60 PDF BibTeX XML Cite \textit{Z. Liao} and \textit{J. Shao}, J. Appl. Probab. 57, No. 1, 266--279 (2020; Zbl 1434.60238) Full Text: DOI
Shi, Quan A growth-fragmentation model related to Ornstein-Uhlenbeck type processes. (English. French summary) Zbl 07199318 Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 580-611 (2020). MSC: 60G51 60J80 PDF BibTeX XML Cite \textit{Q. Shi}, Ann. Inst. Henri Poincaré, Probab. Stat. 56, No. 1, 580--611 (2020; Zbl 07199318) Full Text: DOI Euclid
Palamarchuk, E. S. On upper functions for integral quadratic functionals based on time-varying Ornstein-Uhlenbeck process. (English. Russian original) Zbl 1434.60218 Theory Probab. Appl. 65, No. 1, 17-31 (2020); translation from Teor. Veroyatn. Primen. 65, No. 1, 23-41 (2020). MSC: 60J60 60H10 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 65, No. 1, 17--31 (2020; Zbl 1434.60218); translation from Teor. Veroyatn. Primen. 65, No. 1, 23--41 (2020) Full Text: DOI
Zhao, Shoujiang; Liu, Qiaojing A large deviation result for maximum likelihood estimator of non-homogeneous Ornstein-Uhlenbeck processes. (English) Zbl 1437.60017 Stat. Probab. Lett. 162, Article ID 108753, 8 p. (2020). MSC: 60F10 62M05 PDF BibTeX XML Cite \textit{S. Zhao} and \textit{Q. Liu}, Stat. Probab. Lett. 162, Article ID 108753, 8 p. (2020; Zbl 1437.60017) Full Text: DOI
Nie, Yutian; Linetsky, Vadim Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound. (English) Zbl 1434.60217 Stoch. Models 36, No. 1, 1-19 (2020). MSC: 60J60 91G30 PDF BibTeX XML Cite \textit{Y. Nie} and \textit{V. Linetsky}, Stoch. Models 36, No. 1, 1--19 (2020; Zbl 1434.60217) Full Text: DOI
Shen, Guang Jun; Wang, Qing Bo; Yin, Xiu Wei Parameter estimation for the discretely observed vasicek model with small fractional Lévy noise. (English) Zbl 07189511 Acta Math. Sin., Engl. Ser. 36, No. 4, 443-461 (2020). MSC: 65C30 60G22 93E24 60F05 PDF BibTeX XML Cite \textit{G. J. Shen} et al., Acta Math. Sin., Engl. Ser. 36, No. 4, 443--461 (2020; Zbl 07189511) Full Text: DOI
Shevchenko, Radomyra; Tudor, Ciprian A. Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean. (English) Zbl 1434.60167 Stat. Inference Stoch. Process. 23, No. 1, 227-247 (2020). MSC: 60H15 60H07 60G35 PDF BibTeX XML Cite \textit{R. Shevchenko} and \textit{C. A. Tudor}, Stat. Inference Stoch. Process. 23, No. 1, 227--247 (2020; Zbl 1434.60167) Full Text: DOI
Nkurunziza, Sévérien; Shen, Lei Inference in a multivariate generalized mean-reverting process with a change-point. (English) Zbl 1441.62144 Stat. Inference Stoch. Process. 23, No. 1, 199-226 (2020). Reviewer: Fabio Rapallo (Alessandria) MSC: 62H12 62M05 60J65 PDF BibTeX XML Cite \textit{S. Nkurunziza} and \textit{L. Shen}, Stat. Inference Stoch. Process. 23, No. 1, 199--226 (2020; Zbl 1441.62144) Full Text: DOI
Koch, Torben Universal bounds and monotonicity properties of ratios of Hermite and parabolic cylinder functions. (English) Zbl 1437.33005 Proc. Am. Math. Soc. 148, No. 5, 2149-2155 (2020). Reviewer: C. L. Parihar (Indore) MSC: 33C10 26D07 44A10 60G40 60J60 PDF BibTeX XML Cite \textit{T. Koch}, Proc. Am. Math. Soc. 148, No. 5, 2149--2155 (2020; Zbl 1437.33005) Full Text: DOI
Dong, Y.; Spielmann, Jerome Weak limits of random coefficient autoregressive processes and their application in ruin theory. (English) Zbl 1435.91147 Insur. Math. Econ. 91, 1-11 (2020). MSC: 91G05 60F17 60J60 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{J. Spielmann}, Insur. Math. Econ. 91, 1--11 (2020; Zbl 1435.91147) Full Text: DOI
Jhwueng, Dwueng-Chwuan Modeling rate of adaptive trait evolution using Cox-Ingersoll-Ross process: an approximate Bayesian computation approach. (English) Zbl 07178862 Comput. Stat. Data Anal. 145, Article ID 106924, 19 p. (2020). MSC: 62 PDF BibTeX XML Cite \textit{D.-C. Jhwueng}, Comput. Stat. Data Anal. 145, Article ID 106924, 19 p. (2020; Zbl 07178862) Full Text: DOI
Douissi, Soukaina; Es-Sebaiy, Khalifa; Tudor, Ciprian A. Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution. (English) Zbl 1449.60033 Publ. Math. 96, No. 1-2, 23-44 (2020). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60F05 60G15 60H05 60H07 PDF BibTeX XML Cite \textit{S. Douissi} et al., Publ. Math. 96, No. 1--2, 23--44 (2020; Zbl 1449.60033) Full Text: DOI
Zhang, Jize; Leung, Tim; Aravkin, Aleksandr Sparse mean-reverting portfolios via penalized likelihood optimization. (English) Zbl 1430.91094 Automatica 111, Article ID 108651, 7 p. (2020). MSC: 91G10 93E20 60J60 PDF BibTeX XML Cite \textit{J. Zhang} et al., Automatica 111, Article ID 108651, 7 p. (2020; Zbl 1430.91094) Full Text: DOI
de la Cruz, H.; Jimenez, J. C. Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes. (English) Zbl 1433.60075 Appl. Math. Comput. 366, Article ID 124734, 10 p. (2020). MSC: 60H35 60H10 65C30 60J60 60J70 PDF BibTeX XML Cite \textit{H. de la Cruz} and \textit{J. C. Jimenez}, Appl. Math. Comput. 366, Article ID 124734, 10 p. (2020; Zbl 1433.60075) Full Text: DOI
Pashko, A. O.; Yanevych, T. O. Methods for modeling the Ornstein-Uhlenbeck process. (Ukrainian. English summary) Zbl 07277699 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 24-29 (2019). MSC: 60G07 60G15 62M15 PDF BibTeX XML Cite \textit{A. O. Pashko} and \textit{T. O. Yanevych}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2019, No. 3, 24--29 (2019; Zbl 07277699) Full Text: DOI
Kruczek, Piotr; Żuławiński, Wojciech; Pagacz, Patrycja; Wyłomańska, Agnieszka Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution. (English) Zbl 07276635 Math. Appl. (Warsaw) 47, No. 2, 259-292 (2019). MSC: 60J PDF BibTeX XML Cite \textit{P. Kruczek} et al., Math. Appl. (Warsaw) 47, No. 2, 259--292 (2019; Zbl 07276635) Full Text: DOI
Neureither, Lara; Hartmann, Carsten Time scales and exponential trend to equilibrium: Gaussian model problems. (English) Zbl 1442.82024 Giacomin, Giambattista (ed.) et al., Stochastic dynamics out of equilibrium. Lecture notes from the IHP trimester, Institut Henri Poincaré (IHP), Paris, France, April – July, 2017. Cham: Springer. Springer Proc. Math. Stat. 282, 391-410 (2019). MSC: 82C31 60J60 60F10 65C40 65C05 60J22 49J55 35Q84 93E20 PDF BibTeX XML Cite \textit{L. Neureither} and \textit{C. Hartmann}, Springer Proc. Math. Stat. 282, 391--410 (2019; Zbl 1442.82024) Full Text: DOI
Pan, Yurong; Yan, Litan The least squares estimation for the \(\alpha\)-stable Ornstein-Uhlenbeck process with constant drift. (English) Zbl 1447.60085 Methodol. Comput. Appl. Probab. 21, No. 4, 1165-1182 (2019). MSC: 60H10 60F15 60G52 PDF BibTeX XML Cite \textit{Y. Pan} and \textit{L. Yan}, Methodol. Comput. Appl. Probab. 21, No. 4, 1165--1182 (2019; Zbl 1447.60085) Full Text: DOI
Shen, Jing; Xu, Xiaochuan; Ren, Yaofeng Some improvements on the \(L_p \) inequalities for diffusion processes. (English) Zbl 07176005 J. Math. Inequal. 13, No. 4, 1057-1069 (2019). MSC: 60E15 60J60 PDF BibTeX XML Cite \textit{J. Shen} et al., J. Math. Inequal. 13, No. 4, 1057--1069 (2019; Zbl 07176005) Full Text: DOI
Ma, Jianjing; Wang, Guojing; Xing, Yongsheng Robust optimal proportional reinsurance and investment strategy for an insurer with Ornstein-Uhlenbeck process. (English) Zbl 1443.91253 Bull. Korean Math. Soc. 56, No. 6, 1467-1483 (2019). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 93E20 60J60 PDF BibTeX XML Cite \textit{J. Ma} et al., Bull. Korean Math. Soc. 56, No. 6, 1467--1483 (2019; Zbl 1443.91253) Full Text: DOI
Hess, Markus An arithmetic pure-jump multi-curve interest rate model. (English) Zbl 1431.91408 Int. J. Theor. Appl. Finance 22, No. 8, Article ID 1950042, 30 p. (2019). Reviewer: George Stoica (Saint John) MSC: 91G30 60J60 60J76 PDF BibTeX XML Cite \textit{M. Hess}, Int. J. Theor. Appl. Finance 22, No. 8, Article ID 1950042, 30 p. (2019; Zbl 1431.91408) Full Text: DOI
Guijarro-Ordonez, Jorge High-dimensional statistical arbitrage with factor models and stochastic control. (English) Zbl 1430.91095 Appl. Math. Finance 26, No. 4, 328-358 (2019). MSC: 91G15 91G10 60J60 93E20 PDF BibTeX XML Cite \textit{J. Guijarro-Ordonez}, Appl. Math. Finance 26, No. 4, 328--358 (2019; Zbl 1430.91095) Full Text: DOI
D’Onofrio, G.; Pirozzi, E. Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes. (English) Zbl 1439.60038 Methodol. Comput. Appl. Probab. 21, No. 3, 735-752 (2019). MSC: 60G15 60J70 60J60 PDF BibTeX XML Cite \textit{G. D'Onofrio} and \textit{E. Pirozzi}, Methodol. Comput. Appl. Probab. 21, No. 3, 735--752 (2019; Zbl 1439.60038) Full Text: DOI
Habtemicael, Semere; Ghebremichael, Musie; SenGupta, Indranil Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes. (English) Zbl 1427.91274 Sankhyā, Ser. B 81, No. 1, 75-92 (2019). MSC: 91G20 60G10 60G51 91G70 PDF BibTeX XML Cite \textit{S. Habtemicael} et al., Sankhyā, Ser. B 81, No. 1, 75--92 (2019; Zbl 1427.91274) Full Text: DOI
Qu, Yan; Dassios, Angelos; Zhao, Hongbiao Efficient simulation of Lévy-driven point processes. (English) Zbl 1427.60090 Adv. Appl. Probab. 51, No. 4, 927-966 (2019). MSC: 60G55 62E15 65C05 60E07 60G51 60J74 PDF BibTeX XML Cite \textit{Y. Qu} et al., Adv. Appl. Probab. 51, No. 4, 927--966 (2019; Zbl 1427.60090) Full Text: DOI
Hess, Markus Minimal variance hedging in multicurve interest rate modeling. (English) Zbl 1425.91415 Lith. Math. J. 59, No. 3, 338-356 (2019). MSC: 91G30 91G20 60G44 60G51 60H07 60H10 91B30 91G70 PDF BibTeX XML Cite \textit{M. Hess}, Lith. Math. J. 59, No. 3, 338--356 (2019; Zbl 1425.91415) Full Text: DOI
Kalemkerian, Juan; León, José Rafael Fractional iterated Ornstein-Uhlenbeck processes. (English) Zbl 1432.62300 ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1105-1128 (2019). MSC: 62M10 60G22 60G15 PDF BibTeX XML Cite \textit{J. Kalemkerian} and \textit{J. R. León}, ALEA, Lat. Am. J. Probab. Math. Stat. 16, No. 2, 1105--1128 (2019; Zbl 1432.62300) Full Text: Link
Mata, May Anne; Tyson, Rebecca C.; Greenwood, Priscilla Random fluctuations around a stable limit cycle in a stochastic system with parametric forcing. (English) Zbl 1452.60034 J. Math. Biol. 79, No. 6-7, 2133-2155 (2019). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 92D30 34F05 34F15 PDF BibTeX XML Cite \textit{M. A. Mata} et al., J. Math. Biol. 79, No. 6--7, 2133--2155 (2019; Zbl 1452.60034) Full Text: DOI
Starkloff, Hans-Jörg; Dietz, Markus; Chekhanova, Ganna On a stochastic arc furnace model. (English) Zbl 1438.34162 Stud. Univ. Babeş-Bolyai, Math. 64, No. 2, 151-160 (2019). MSC: 34C60 34F05 34C28 78A99 PDF BibTeX XML Cite \textit{H.-J. Starkloff} et al., Stud. Univ. Babeş-Bolyai, Math. 64, No. 2, 151--160 (2019; Zbl 1438.34162) Full Text: DOI
Alazemi, F.; Douissi, S.; Es-Sebaiy, Kh. Berry-Esseen bounds and ASCLTs for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process with discrete observations. (English. Russian original). (English) Zbl 1441.62066 Theory Probab. Appl. 64, No. 3, 401-420 (2019) and Teor. Veroyatn. Primen. 64, No. 3, 502-525 (2019). Reviewer: Catalin Stoean (Craiova) MSC: 62F03 62F10 60F05 60G22 PDF BibTeX XML Cite \textit{F. Alazemi} et al., Theory Probab. Appl. 64, No. 3, 401--420 (2019; Zbl 1441.62066) Full Text: DOI
Comte, Fabienne; Marie, Nicolas Nonparametric estimation in fractional SDE. (English) Zbl 1433.62097 Stat. Inference Stoch. Process. 22, No. 3, 359-382 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62G05 60H07 60H10 60G22 34F05 PDF BibTeX XML Cite \textit{F. Comte} and \textit{N. Marie}, Stat. Inference Stoch. Process. 22, No. 3, 359--382 (2019; Zbl 1433.62097) Full Text: DOI
Wu, Yanfeng; Hu, Jianqiang; Zhang, Xinsheng Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes. (English) Zbl 1425.93273 Discrete Event Dyn. Syst. 29, No. 1, 57-77 (2019). MSC: 93E10 93C30 60J60 60J75 PDF BibTeX XML Cite \textit{Y. Wu} et al., Discrete Event Dyn. Syst. 29, No. 1, 57--77 (2019; Zbl 1425.93273) Full Text: DOI
Endres, Sylvia; Stübinger, Johannes A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns. (English) Zbl 1422.91801 Quant. Finance 19, No. 10, 1727-1740 (2019). MSC: 91G99 60J60 PDF BibTeX XML Cite \textit{S. Endres} and \textit{J. Stübinger}, Quant. Finance 19, No. 10, 1727--1740 (2019; Zbl 1422.91801) Full Text: DOI
Bianchi, Luigi Amedeo; Blömker, Dirk; Schneider, Guido Modulation equation and SPDEs on unbounded domains. (English) Zbl 1435.35292 Commun. Math. Phys. 371, No. 1, 19-54 (2019). MSC: 35Q35 76R10 35Q56 35R30 35R60 60H15 35B32 35B36 35B65 35D30 35A01 35A02 60G15 PDF BibTeX XML Cite \textit{L. A. Bianchi} et al., Commun. Math. Phys. 371, No. 1, 19--54 (2019; Zbl 1435.35292) Full Text: DOI
Giorno, Virginia; Nobile, Amelia G. On the construction of a special class of time-inhomogeneous diffusion processes. (English) Zbl 07115616 J. Stat. Phys. 177, No. 2, 299-323 (2019). MSC: 60J60 60G15 82C31 60J70 PDF BibTeX XML Cite \textit{V. Giorno} and \textit{A. G. Nobile}, J. Stat. Phys. 177, No. 2, 299--323 (2019; Zbl 07115616) Full Text: DOI
D’Ovidio, Mirko; Vitali, Silvia; Sposini, Vittoria; Sliusarenko, Oleksii; Paradisi, Paolo; Castellani, Gastone; Pagnini, Gianni Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. (English) Zbl 1436.60041 Fract. Calc. Appl. Anal. 21, No. 5, 1420-1435 (2019). MSC: 60G22 65C30 91B70 60J60 34A08 60J70 PDF BibTeX XML Cite \textit{M. D'Ovidio} et al., Fract. Calc. Appl. Anal. 21, No. 5, 1420--1435 (2019; Zbl 1436.60041) Full Text: DOI arXiv
Lefebvre, M.; Moutassim, A. Optimal control problems for diffusion processes with random parameters. (English) Zbl 1422.93187 Balan, Vladimir (ed.) et al., Proceedings of the international conference on differential geometry and dynamical systems (DGDS-2018), Mangalia, Romania, August 30 – September 2, 2018. Bucharest: Geometry Balkan Press. BSG Proc. 26, 69-78 (2019). MSC: 93E20 60J70 PDF BibTeX XML Cite \textit{M. Lefebvre} and \textit{A. Moutassim}, BSG Proc. 26, 69--78 (2019; Zbl 1422.93187) Full Text: Link
Glynn, Peter W.; Wang, Rob J. On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process. (English) Zbl 07114026 Queueing Syst. 91, No. 1-2, 1-14 (2019). MSC: 60F05 60F10 60G05 60J60 60K25 PDF BibTeX XML Cite \textit{P. W. Glynn} and \textit{R. J. Wang}, Queueing Syst. 91, No. 1--2, 1--14 (2019; Zbl 07114026) Full Text: DOI
Ma, Jianjing; Wang, Guojing An optimal reinsurance and investment problem with a defaultable security and a stock with Ornstein-Uhlenbeck process. (English) Zbl 1438.91114 Chin. J. Appl. Probab. Stat. 35, No. 2, 111-125 (2019). MSC: 91G05 91G20 60J60 PDF BibTeX XML Cite \textit{J. Ma} and \textit{G. Wang}, Chin. J. Appl. Probab. Stat. 35, No. 2, 111--125 (2019; Zbl 1438.91114) Full Text: DOI
Zhang, Lidong; Meng, Xiangbo; Sun, Yanmei; Du, Ziping Geometric average basket option pricing. (Chinese. English summary) Zbl 1438.91169 Acta Sci. Nat. Univ. Nankaiensis 52, No. 2, 76-81 (2019). MSC: 91G20 60J60 PDF BibTeX XML Cite \textit{L. Zhang} et al., Acta Sci. Nat. Univ. Nankaiensis 52, No. 2, 76--81 (2019; Zbl 1438.91169)
Zhao, Shoujiang; Zhou, Qianqian On large deviation expansion for log-likelihood ratio of non-homogeneous Ornstein-Uhlenbeck processes. (English) Zbl 1422.60048 Stat. Probab. Lett. 155, Article ID 108560, 8 p. (2019). MSC: 60F10 62F03 62M02 PDF BibTeX XML Cite \textit{S. Zhao} and \textit{Q. Zhou}, Stat. Probab. Lett. 155, Article ID 108560, 8 p. (2019; Zbl 1422.60048) Full Text: DOI
Wang, Xiangrong; Xue, Yaoyao Pricing compound option under Ornstein-Uhlenbeck process and Hull-White rate. (Chinese. English summary) Zbl 1438.91162 J. Cent. China Norm. Univ., Nat. Sci. 53, No. 1, 20-25 (2019). MSC: 91G20 91G30 60J60 PDF BibTeX XML Cite \textit{X. Wang} and \textit{Y. Xue}, J. Cent. China Norm. Univ., Nat. Sci. 53, No. 1, 20--25 (2019; Zbl 1438.91162) Full Text: DOI
Nourdin, Ivan; Tran, T. T. Diu Statistical inference for vasicek-type model driven by Hermite processes. (English) Zbl 07107462 Stochastic Processes Appl. 129, No. 10, 3774-3791 (2019). MSC: 60 PDF BibTeX XML Cite \textit{I. Nourdin} and \textit{T. T. D. Tran}, Stochastic Processes Appl. 129, No. 10, 3774--3791 (2019; Zbl 07107462) Full Text: DOI arXiv
Garcin, Matthieu Hurst exponents and delampertized fractional Brownian motions. (English) Zbl 07102646 Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950024, 26 p. (2019). MSC: 60G10 60G15 60G18 60G22 62M09 62M10 62P05 PDF BibTeX XML Cite \textit{M. Garcin}, Int. J. Theor. Appl. Finance 22, No. 5, Article ID 1950024, 26 p. (2019; Zbl 07102646) Full Text: DOI
Bartosz, Grzegorz; Kania, Tomasz Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process. (English) Zbl 07101928 Indag. Math., New Ser. 30, No. 5, 796-804 (2019). MSC: 60 62 PDF BibTeX XML Cite \textit{G. Bartosz} and \textit{T. Kania}, Indag. Math., New Ser. 30, No. 5, 796--804 (2019; Zbl 07101928) Full Text: DOI arXiv
Palamarchuk, E. S. On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process. (English. Russian original) Zbl 07099809 Theory Probab. Appl. 64, No. 2, 209-228 (2019); translation from Teor. Veroyatn. Primen. 64, No. 2, 258-282 (2019). MSC: 60 34 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 64, No. 2, 209--228 (2019; Zbl 07099809); translation from Teor. Veroyatn. Primen. 64, No. 2, 258--282 (2019) Full Text: DOI
Caraballo, Tomás; Garrido-Atienza, Maria-José; López-de-la-Cruz, Javier; Rapaport, Alain Modeling and analysis of random and stochastic input flows in the chemostat model. (English) Zbl 1421.37036 Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 3591-3614 (2019). MSC: 37N25 92D25 34F05 60H10 PDF BibTeX XML Cite \textit{T. Caraballo} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 8, 3591--3614 (2019; Zbl 1421.37036) Full Text: DOI
Shaki, Yair Y. A Jackson network under general regime. (English) Zbl 1423.62167 Braz. J. Probab. Stat. 33, No. 3, 532-548 (2019). MSC: 62P30 62M10 90B20 90B22 60J60 PDF BibTeX XML Cite \textit{Y. Y. Shaki}, Braz. J. Probab. Stat. 33, No. 3, 532--548 (2019; Zbl 1423.62167) Full Text: DOI Euclid
Brandes, Dirk-Philip; Curato, Imma Valentina On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence. (English) Zbl 1432.60051 J. Stat. Plann. Inference 203, 20-38 (2019). MSC: 60G51 60F05 60G10 62D05 62M10 PDF BibTeX XML Cite \textit{D.-P. Brandes} and \textit{I. V. Curato}, J. Stat. Plann. Inference 203, 20--38 (2019; Zbl 1432.60051) Full Text: DOI arXiv
Kurisu, Daisuke Nonparametric inference on Lévy measures of compound Poisson-driven Ornstein-Uhlenbeck processes under macroscopic discrete observations. (English) Zbl 1426.62244 Electron. J. Stat. 13, No. 2, 2521-2565 (2019). MSC: 62M05 62M15 60G51 62G20 62G15 60F05 PDF BibTeX XML Cite \textit{D. Kurisu}, Electron. J. Stat. 13, No. 2, 2521--2565 (2019; Zbl 1426.62244) Full Text: DOI Euclid
Ko, Dongnam Practical synchronization of Winfree oscillators in a random environment. (English) Zbl 1431.70007 J. Stat. Phys. 174, No. 6, 1263-1287 (2019). MSC: 70F99 34C15 60H10 92B25 PDF BibTeX XML Cite \textit{D. Ko}, J. Stat. Phys. 174, No. 6, 1263--1287 (2019; Zbl 1431.70007) Full Text: DOI
Shen, Jun; Lu, Kening; Wang, Bixiang Convergence and center manifolds for differential equations driven by colored noise. (English) Zbl 1415.60069 Discrete Contin. Dyn. Syst. 39, No. 8, 4797-4840 (2019). MSC: 60H10 37D10 37H10 PDF BibTeX XML Cite \textit{J. Shen} et al., Discrete Contin. Dyn. Syst. 39, No. 8, 4797--4840 (2019; Zbl 1415.60069) Full Text: DOI
Hottovy, Scott; McDaniel, Austin; Wehr, Jan A small delay and correlation time limit of stochastic differential delay equations with state-dependent colored noise. (English) Zbl 1419.82043 J. Stat. Phys. 175, No. 1, 19-46 (2019). MSC: 82C31 60H05 60G17 PDF BibTeX XML Cite \textit{S. Hottovy} et al., J. Stat. Phys. 175, No. 1, 19--46 (2019; Zbl 1419.82043) Full Text: DOI
Jiang, Hui; Liu, Junfeng; Wang, Shaochen Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein-Uhlenbeck process. (English) Zbl 1419.62212 Stoch. Dyn. 19, No. 3, Article ID 1950018, 29 p. (2019). MSC: 62M05 62F12 60G22 60F10 62F25 PDF BibTeX XML Cite \textit{H. Jiang} et al., Stoch. Dyn. 19, No. 3, Article ID 1950018, 29 p. (2019; Zbl 1419.62212) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 07066248 Bernoulli 25, No. 3, 2029-2050 (2019). MSC: 60 62 PDF BibTeX XML Cite \textit{D. Grahovac} et al., Bernoulli 25, No. 3, 2029--2050 (2019; Zbl 07066248) Full Text: DOI Euclid
López-de-la-Cruz, Javier Random and stochastic disturbances on the input flow in chemostat models with wall growth. (English) Zbl 1416.92182 Stochastic Anal. Appl. 37, No. 4, 668-698 (2019). MSC: 92D40 92D25 60J60 60H10 PDF BibTeX XML Cite \textit{J. López-de-la-Cruz}, Stochastic Anal. Appl. 37, No. 4, 668--698 (2019; Zbl 1416.92182) Full Text: DOI
Bertoin, Jean Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes. (English) Zbl 07062622 Stochastic Processes Appl. 129, No. 4, 1443-1454 (2019). MSC: 60G10 60G18 60G51 37A10 PDF BibTeX XML Cite \textit{J. Bertoin}, Stochastic Processes Appl. 129, No. 4, 1443--1454 (2019; Zbl 07062622) Full Text: DOI
Lorig, Matthew; Zhou, Zhou; Zou, Bin A mathematical analysis of technical analysis. (English) Zbl 1410.91424 Appl. Math. Finance 26, No. 1, 38-68 (2019). MSC: 91G10 60J60 PDF BibTeX XML Cite \textit{M. Lorig} et al., Appl. Math. Finance 26, No. 1, 38--68 (2019; Zbl 1410.91424) Full Text: DOI
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter. (English) Zbl 1419.62211 Stat. Inference Stoch. Process. 22, No. 1, 111-142 (2019). Reviewer: Claudia Simionescu-Badea (Wien) MSC: 62M05 60F05 60H10 60G22 60H07 62F12 PDF BibTeX XML Cite \textit{Y. Hu} et al., Stat. Inference Stoch. Process. 22, No. 1, 111--142 (2019; Zbl 1419.62211) Full Text: DOI arXiv
Baek, Jonggyu; Zhu, Bin; Song, Peter X. K. Bayesian analysis of infant’s growth dynamics with in utero exposure to environmental toxicants. (English) Zbl 1417.62303 Ann. Appl. Stat. 13, No. 1, 297-320 (2019). MSC: 62P10 62F15 60J70 PDF BibTeX XML Cite \textit{J. Baek} et al., Ann. Appl. Stat. 13, No. 1, 297--320 (2019; Zbl 1417.62303) Full Text: DOI Euclid
Nkurunziza, Sévérien; Fu, Kang Improved inference in generalized mean-reverting processes with multiple change-points. (English) Zbl 1418.62093 Electron. J. Stat. 13, No. 1, 1400-1442 (2019). MSC: 62F30 62M02 60J60 62J07 PDF BibTeX XML Cite \textit{S. Nkurunziza} and \textit{K. Fu}, Electron. J. Stat. 13, No. 1, 1400--1442 (2019; Zbl 1418.62093) Full Text: DOI Euclid
Benth, Fred Espen; Rohde, Victor On non-negative modeling with CARMA processes. (English) Zbl 1435.62315 J. Math. Anal. Appl. 476, No. 1, 196-214 (2019). Reviewer: Oscar Bustos (Córdoba) with Patricia Kisbye MSC: 62M10 91B70 60G51 62P05 60H10 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{V. Rohde}, J. Math. Anal. Appl. 476, No. 1, 196--214 (2019; Zbl 1435.62315) Full Text: DOI
Garnier, Josselin; Sølna, Knut Option pricing under fast-varying long-memory stochastic volatility. (English) Zbl 1411.91556 Math. Finance 29, No. 1, 39-83 (2019). MSC: 91G20 60G22 60J60 60G44 PDF BibTeX XML Cite \textit{J. Garnier} and \textit{K. Sølna}, Math. Finance 29, No. 1, 39--83 (2019; Zbl 1411.91556) Full Text: DOI arXiv
Braumann, Carlos A. Introduction to stochastic differential equations with applications to modelling in biology and finance. (English) Zbl 1425.60001 Hoboken, NJ: John Wiley & Sons (ISBN 978-1-119-16606-1/hbk; 978-1-119-16609-2/ebook). xv, 283 p. (2019). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-01 60Hxx 91G80 92B05 PDF BibTeX XML Cite \textit{C. A. Braumann}, Introduction to stochastic differential equations with applications to modelling in biology and finance. Hoboken, NJ: John Wiley \& Sons (2019; Zbl 1425.60001) Full Text: DOI
Arapostathis, Ari; Pang, Guodong; Sandrić, Nikola Ergodicity of a Lévy-driven SDE arising from multiclass many-server queues. (English) Zbl 1445.60059 Ann. Appl. Probab. 29, No. 2, 1070-1126 (2019). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60J74 60H10 60G17 60G51 60K25 PDF BibTeX XML Cite \textit{A. Arapostathis} et al., Ann. Appl. Probab. 29, No. 2, 1070--1126 (2019; Zbl 1445.60059) Full Text: DOI Euclid
Tsoularis, A. A stochastic differential equation inventory model. (English) Zbl 1411.90042 Int. J. Appl. Comput. Math. 5, No. 1, Paper No. 8, 16 p. (2019). MSC: 90B05 82C31 60J60 PDF BibTeX XML Cite \textit{A. Tsoularis}, Int. J. Appl. Comput. Math. 5, No. 1, Paper No. 8, 16 p. (2019; Zbl 1411.90042) Full Text: DOI
Chang, Zhengbo; Meng, Xinzhu; Zhang, Tonghua A new way of investigating the asymptotic behaviour of a stochastic SIS system with multiplicative noise. (English) Zbl 1426.60069 Appl. Math. Lett. 87, 80-86 (2019). MSC: 60H10 92D30 PDF BibTeX XML Cite \textit{Z. Chang} et al., Appl. Math. Lett. 87, 80--86 (2019; Zbl 1426.60069) Full Text: DOI
Curato, Imma Valentina; Stelzer, Robert Weak dependence and GMM estimation of supOU and mixed moving average processes. (English) Zbl 1406.60028 Electron. J. Stat. 13, No. 1, 310-360 (2019). MSC: 60E07 60G10 60G51 60G57 62F12 PDF BibTeX XML Cite \textit{I. V. Curato} and \textit{R. Stelzer}, Electron. J. Stat. 13, No. 1, 310--360 (2019; Zbl 1406.60028) Full Text: DOI Euclid arXiv
Lisovskii, D. I.; Shiryaev, A. N. Sequential testing of two hypotheses for a stationary Ornstein-Uhlenbeck process. (English. Russian original) Zbl 1411.62244 Theory Probab. Appl. 63, No. 4, 580-593 (2019); translation from Teor. Veroyatn. Primen. 63, No. 4, 713-729 (2018). MSC: 62L10 60G10 PDF BibTeX XML Cite \textit{D. I. Lisovskii} and \textit{A. N. Shiryaev}, Theory Probab. Appl. 63, No. 4, 580--593 (2019; Zbl 1411.62244); translation from Teor. Veroyatn. Primen. 63, No. 4, 713--729 (2018) Full Text: DOI
Chigansky, P.; Kleptsyna, M. Statistical analysis of the mixed fractional Ornstein-Uhlenbeck process. (English) Zbl 1411.62053 Theory Probab. Appl. 63, No. 3, 408-425 (2019) and Teor. Veroyatn. Primen. 63, No. 3, 500-519 (2018). MSC: 62F10 45G05 60G22 PDF BibTeX XML Cite \textit{P. Chigansky} and \textit{M. Kleptsyna}, Theory Probab. Appl. 63, No. 3, 408--425 (2019; Zbl 1411.62053) Full Text: DOI
Li, Chenxu; Wu, Linjia Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model. (English) Zbl 1431.91401 Eur. J. Oper. Res. 275, No. 2, 768-779 (2019). MSC: 91G20 60J70 91G70 PDF BibTeX XML Cite \textit{C. Li} and \textit{L. Wu}, Eur. J. Oper. Res. 275, No. 2, 768--779 (2019; Zbl 1431.91401) Full Text: DOI
Feng, Runhuan; Kuznetsov, Alexey; Yang, Fenghao Exponential functionals of Lévy processes and variable annuity guaranteed benefits. (English) Zbl 1405.60060 Stochastic Processes Appl. 129, No. 2, 604-625 (2019). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{R. Feng} et al., Stochastic Processes Appl. 129, No. 2, 604--625 (2019; Zbl 1405.60060) Full Text: DOI arXiv
Gaïffas, Stéphane; Matulewicz, Gustaw Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process. (English) Zbl 1404.60049 J. Multivariate Anal. 169, 1-20 (2019). MSC: 60G15 62H12 62M99 PDF BibTeX XML Cite \textit{S. Gaïffas} and \textit{G. Matulewicz}, J. Multivariate Anal. 169, 1--20 (2019; Zbl 1404.60049) Full Text: DOI
Bartoszek, Krzysztof The phylogenetic effective sample size and jumps. (English) Zbl 07276578 Math. Appl. (Warsaw) 46, No. 1, 25-33 (2018). MSC: 62P10 92-08 92B10 60J74 62G10 PDF BibTeX XML Cite \textit{K. Bartoszek}, Math. Appl. (Warsaw) 46, No. 1, 25--33 (2018; Zbl 07276578) Full Text: DOI
Abdelrazeq, Ibrahim; Ivanoff, B. Gail; Kulik, Rafal Goodness-of-fit tests for Lévy-driven Ornstein-Uhlenbeck processes. (English. French summary) Zbl 07193337 Can. J. Stat. 46, No. 2, 355-376 (2018). MSC: 62M10 62M02 PDF BibTeX XML Cite \textit{I. Abdelrazeq} et al., Can. J. Stat. 46, No. 2, 355--376 (2018; Zbl 07193337) Full Text: DOI
Kim, So-Yeun; Yoon, Ji-Hun An approximated European option price under stochastic elasticity of variance using Mellin transforms. (English) Zbl 1440.91037 East Asian Math. J. 34, No. 3, 239-248 (2018). MSC: 91G20 44A15 PDF BibTeX XML Cite \textit{S.-Y. Kim} and \textit{J.-H. Yoon}, East Asian Math. J. 34, No. 3, 239--248 (2018; Zbl 1440.91037) Full Text: DOI