Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
169 | Fredrik A. Dahl |
How Online Learning Approaches Ornstein Uhlenbeck Processes. |
Neural Process. Lett. |
2006 |
DBLP DOI BibTeX RDF |
Convergence, neural nets, online learning, Ornstein Uhlenbeck process |
169 | Amy R. Ward, Peter W. Glynn |
Properties of the Reflected Ornstein-Uhlenbeck Process. |
Queueing Syst. Theory Appl. |
2003 |
DBLP DOI BibTeX RDF |
reflecting diffusion, transient moment, level crossing time, maximum process, steady-state, diffusion approximation, Ornstein-Uhlenbeck process |
131 | Yingdong Lv, Bernhard K. Meister |
Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes. |
Complex (1) |
2009 |
DBLP DOI BibTeX RDF |
optimal investment strategy, self-financing, complete market, risk-neutral measure, Ornstein-Uhlenbeck, utility function, Brownian motion |
118 | Laura Sacerdote, Cristina Zucca, Petr Láanskáy |
Input Identification in the Ornstein-Uhlenbeck Neuronal Model with Signal Dependent Noise. |
BVAI |
2007 |
DBLP DOI BibTeX RDF |
|
89 | Paul Mullowney, Satish Iyengar |
Parameter estimation for a leaky integrate-and-fire neuronal model from ISI data. |
J. Comput. Neurosci. |
2008 |
DBLP DOI BibTeX RDF |
Parameter inference, Inverse Laplace transform, Ornstein-Uhlenbeck process |
89 | Petr Lánský, Susanne Ditlevsen |
A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models. |
Biol. Cybern. |
2008 |
DBLP DOI BibTeX RDF |
Ornstein-Uhlenbeck, Feller process, Moment method, Fortets integral equation, Interspike intervals, Maximum likelihood, Statistical inference, Laplace transform, First-passage times |
89 | Petr Lánský, Pavel Sanda, Jufang He |
The parameters of the stochastic leaky integrate-and-fire neuronal model. |
J. Comput. Neurosci. |
2006 |
DBLP DOI BibTeX RDF |
Leaky integrate-and-fire model, Ornstein-Uhlenbeck neuronal model, Spontaneous firing, Parameters estimation |
89 | Lijun Bo, Lidong Zhang, Yongjin Wang |
On the first passage times of reflected O-U processes with two-sided barriers. |
Queueing Syst. Theory Appl. |
2006 |
DBLP DOI BibTeX RDF |
Two-sided reflected processes, The first passage times, Ornstein-Uhlenbeck processes |
89 | Amy R. Ward, Peter W. Glynn |
A Diffusion Approximation for a GI/GI/1 Queue with Balking or Reneging. |
Queueing Syst. Theory Appl. |
2005 |
DBLP DOI BibTeX RDF |
balking, GI/GI/1-GI queue, regulated diffusion, reflected diffusion, deadlines, reneging, Ornstein-Uhlenbeck process, impatience |
89 | Amy R. Ward, Peter W. Glynn |
A Diffusion Approximation for a Markovian Queue with Reneging. |
Queueing Syst. Theory Appl. |
2003 |
DBLP DOI BibTeX RDF |
Markovian queues, reflected Ornstein-Uhlenbeck process, reflected affine diffusion, deadlines, steady-state, diffusion approximation, reneging, impatience |
84 | Yingjun Deng |
Degradation modeling based on a time-dependent Ornstein-Uhlenbeck process and prognosis of system failures. (Modélisation des dégradations par un processus d'Ornstein-Uhlenbeck et pronostic de défaillances du système). |
|
2015 |
RDF |
|
84 | Cheng-shi Liu |
Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle. |
Appl. Math. Lett. |
2013 |
DBLP DOI BibTeX RDF |
|
80 | Chi-Fai Lo, T. K. Chung |
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. |
ICONIP (1) |
2006 |
DBLP DOI BibTeX RDF |
|
80 | Chi-Fai Lo, T. K. Chung |
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. |
ICONIP (1) |
2006 |
DBLP DOI BibTeX RDF |
|
76 | Kurt Majewski |
Sample path moderate deviations for the cumulative fluid produced by an increasing number of exponential on-off sources. |
Queueing Syst. Theory Appl. |
2007 |
DBLP DOI BibTeX RDF |
Mathematics Subject Classification (2000) 60F10, 60K25 |
42 | Qun Liu 0003, Daqing Jiang |
Analysis of a Stochastic Within-Host Model of Dengue Infection with Immune Response and Ornstein-Uhlenbeck Process. |
J. Nonlinear Sci. |
2024 |
DBLP DOI BibTeX RDF |
|
42 | Chun Lu, Chuanlong Xu |
Dynamic properties for a stochastic SEIR model with Ornstein-Uhlenbeck process. |
Math. Comput. Simul. |
2024 |
DBLP DOI BibTeX RDF |
|
42 | Sulaiman Sani, Peter Y. Mhone, Mfundo Mhlongo, Onkabetse A. Daman |
Regulated Ornstein-Uhlenbeck Process in Pandemic-Time Asset Pricing of Stocks and Derivatives. |
Oper. Res. Forum |
2024 |
DBLP DOI BibTeX RDF |
|
42 | Buyu Wen, Zhidong Teng, Bing Liu |
Dynamics of a stochastic SEIAIR COVID-19 model with contacting distance and Ornstein-Uhlenbeck process. |
Commun. Nonlinear Sci. Numer. Simul. |
2024 |
DBLP DOI BibTeX RDF |
|
42 | Hidekazu Yoshioka, Kazutoshi Yamazaki |
A Jump Ornstein-Uhlenbeck Bridge Based on Energy-Optimal Control and Its Self-Exciting Extension. |
IEEE Control. Syst. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Xinhong Zhang, Tan Su, Daqing Jiang |
Dynamics of a Stochastic SVEIR Epidemic Model Incorporating General Incidence Rate and Ornstein-Uhlenbeck Process. |
J. Nonlinear Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Getut Pramesti |
Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process. |
Monte Carlo Methods Appl. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Yuchao Chen, Haoyue Tang, Jintao Wang, Pengkun Yang, Leandros Tassiulas |
Sampling for remote estimation of an Ornstein-Uhlenbeck process through channel with unknown delay statistics. |
J. Commun. Networks |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Juma Kasozi, Erina Nanyonga, Fred Mayambala |
Prediction of the Stock Prices at Uganda Securities Exchange Using the Exponential Ornstein-Uhlenbeck Model. |
Int. J. Math. Math. Sci. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Yuchao Chen, Haoyue Tang, Jintao Wang, Pengkun Yang, Leandros Tassiulas |
Sampling for Remote Estimation of an Ornstein-Uhlenbeck Process through Channel with Unknown Delay Statistics. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Anastasis Kratsios, Cody B. Hyndman |
Generative Ornstein-Uhlenbeck Markets via Geometric Deep Learning. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Simon Carter, Helmut H. Strey |
Parameter estimation from an Ornstein-Uhlenbeck process with measurement noise. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Javier E. Santos, Yen Ting Lin |
Using Ornstein-Uhlenbeck Process to understand Denoising Diffusion Probabilistic Model and its Noise Schedules. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Conghan Yue, Zhengwei Peng, Junlong Ma, Shiyan Du, Pengxu Wei, Dongyu Zhang |
Image Restoration Through Generalized Ornstein-Uhlenbeck Bridge. |
CoRR |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Tan Su, Xinhong Zhang |
Stationary distribution and extinction of a stochastic generalized SEI epidemic model with Ornstein-Uhlenbeck process. |
Appl. Math. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Linwei Li, Paul-Amaury Matt, Christian Heumann |
Optimal liquidation of foreign currencies when FX rates follow a generalised Ornstein-Uhlenbeck process. |
Appl. Intell. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Paul Alphonse, Jérémy Martin |
Approximate Null-Controllability with Uniform Cost for the Hypoelliptic Ornstein-Uhlenbeck Equations. |
SIAM J. Control. Optim. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Qun Liu 0003 |
Stationary distribution and probability density for a stochastic SISP respiratory disease model with Ornstein-Uhlenbeck process. |
Commun. Nonlinear Sci. Numer. Simul. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Xinhong Zhang, Qing Yang, Daqing Jiang |
A stochastic predator-prey model with Ornstein-Uhlenbeck process: Characterization of stationary distribution, extinction and probability density function. |
Commun. Nonlinear Sci. Numer. Simul. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Xinhong Zhang, Qing Yang, Tan Su |
Dynamical behavior and numerical simulation of a stochastic eco-epidemiological model with Ornstein-Uhlenbeck process. |
Commun. Nonlinear Sci. Numer. Simul. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Qun Liu 0003 |
Stationary distribution and extinction of a stochastic HLIV model with viral production and Ornstein-Uhlenbeck process. |
Commun. Nonlinear Sci. Numer. Simul. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Yaxin Zhou, Daqing Jiang |
Dynamical behavior of a stochastic SIQR epidemic model with Ornstein-Uhlenbeck process and standard incidence rate after dimensionality reduction. |
Commun. Nonlinear Sci. Numer. Simul. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Yaozhong Hu, Neha Sharma |
Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. |
J. Comput. Appl. Math. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Tianci Zhang, Zhengchuan Chen, Zhong Tian, Yunjian Jia, Min Wang 0028, Tony Q. S. Quek |
Real-Time Monitoring Ornstein-Uhlenbeck Process: Improving Fidelity Under Freshness Guarantees. |
IEEE Commun. Lett. |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Qing Yang, Xinhong Zhang, Daqing Jiang |
Dynamical Behaviors of a Stochastic Food Chain System with Ornstein-Uhlenbeck Process. |
J. Nonlinear Sci. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Arta Cika, Mihai-Alin Badiu, Justin P. Coon |
Statistical Properties of Transmissions Subject to Rayleigh Fading and Ornstein-Uhlenbeck Mobility. |
IEEE Trans. Mob. Comput. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Baoquan Zhou, Daqing Jiang, Bingtao Han, Tasawar Hayat |
Threshold dynamics and density function of a stochastic epidemic model with media coverage and mean-reverting Ornstein-Uhlenbeck process. |
Math. Comput. Simul. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Maria C. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah |
Data Analysis Using a Coupled System of Ornstein-Uhlenbeck Equations Driven by Lévy Processes. |
Axioms |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Antoine Bichat, Christophe Ambroise, Mahendra Mariadassou |
Hierarchical correction of p-values via an ultrametric tree running Ornstein-Uhlenbeck process. |
Comput. Stat. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Piergiacomo Sabino, Nicola Cufaro Petroni |
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. |
Comput. Stat. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Yunquan Song, Xinhong Zhang |
Stationary distribution and extinction of a stochastic SVEIS epidemic model incorporating Ornstein-Uhlenbeck process. |
Appl. Math. Lett. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Philippe Bergault, Fayçal Drissi, Olivier Guéant |
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. |
SIAM J. Financial Math. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Baoquan Zhou, Daqing Jiang, Tasawar Hayat |
Analysis of a stochastic population model with mean-reverting Ornstein-Uhlenbeck process and Allee effects. |
Commun. Nonlinear Sci. Numer. Simul. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Yaozhong Hu, Yuejuan Xi |
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. |
J. Comput. Appl. Math. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Atta ur Rahman, Nour Zidan, Sultan M. Zangi, Muhammad Javed, Hazrat Ali |
Quantum memory-assisted entropic uncertainty and entanglement dynamics: two qubits coupled with local fields and Ornstein Uhlenbeck noise. |
Quantum Inf. Process. |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Jesús Angulo |
Morphological Counterpart of Ornstein-Uhlenbeck Semigroups and PDEs. |
DGMM |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Lys Sanz Moreta, Ola Rønning, Ahmad Salim Al-Sibahi, Jotun Hein, Douglas L. Theobald, Thomas Hamelryck |
Ancestral protein sequence reconstruction using a tree-structured Ornstein-Uhlenbeck variational autoencoder. |
ICLR |
2022 |
DBLP BibTeX RDF |
|
42 | Yan Qu, Angelos Dassios, Hongbiao Zhao |
Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps. |
J. Oper. Res. Soc. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Xiaofeng Zhang, Rong Yuan |
A stochastic chemostat model with mean-reverting Ornstein-Uhlenbeck process and Monod-Haldane response function. |
Appl. Math. Comput. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Maba Boniface Matadi, Phumlani Lawrence Zondi |
Invariant Solutions of Black-Scholes Equation with Ornstein-Uhlenbeck Process. |
Symmetry |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Tasmeen Zaman Ornee, Yin Sun |
Sampling and Remote Estimation for the Ornstein-Uhlenbeck Process Through Queues: Age of Information and Beyond. |
IEEE/ACM Trans. Netw. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Yan Qu, Angelos Dassios, Hongbiao Zhao |
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. |
J. Appl. Probab. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk |
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator. |
CoRR |
2021 |
DBLP BibTeX RDF |
|
42 | Geng Li, Xiangfeng Yang, Huadong Wu |
Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation. |
Soft Comput. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Yi Liu, Kai Yao 0002 |
Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends. |
Soft Comput. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Zijing Wang, Mihai-Alin Badiu, Justin P. Coon |
Relationship between Age and Value of Information for a Noisy Ornstein-Uhlenbeck Process. |
Entropy |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Thomas Berger |
Funnel Control of the Fokker-Planck Equation for a MultiDimensional Ornstein-Uhlenbeck Process. |
SIAM J. Control. Optim. |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Tim Leung, Yang Zhou |
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model. |
ACC |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Ye Lin, Sean B. Andersson |
EM-based algorithms for single particle tracking of Ornstein-Uhlenbeck motion from sCMOS camera data. |
ACC |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Giuseppina Albano, Virginia Giorno |
Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. |
Comput. Stat. Data Anal. |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Tawfiqullah Ayoubi, Haibo Bao |
Persistence and extinction in stochastic delay Logistic equation by incorporating Ornstein-Uhlenbeck process. |
Appl. Math. Comput. |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Hugo de la Cruz, Juan Carlos Jimenez 0001 |
Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes. |
Appl. Math. Comput. |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Nachiketa Chakraborty |
Exploring Finite-Sized Scale Invariance in Stochastic Variability with Toy Models: The Ornstein-Uhlenbeck Model. |
Symmetry |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Yinfeng Wang, Yanlin Tang, Xinsheng Zhang |
A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type. |
J. Syst. Sci. Complex. |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay |
Joint law of an Ornstein-Uhlenbeck process and its supremum. |
J. Appl. Probab. |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Zhongwei Liao, Jinghai Shao |
Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. |
J. Appl. Probab. |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Melita Hadzagic, Maxime Isabelle, Nathan Kashyap |
Hard and Soft Data Fusion for Maritime Traffic Monitoring Using the Integrated Ornstein-Uhlenbeck Process. |
CogSIMA |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Guy Blanc, Neha Gupta 0002, Gregory Valiant, Paul Valiant |
Implicit regularization for deep neural networks driven by an Ornstein-Uhlenbeck like process. |
COLT |
2020 |
DBLP BibTeX RDF |
|
42 | Yanfeng Wu, Jianqiang Hu, Xinsheng Zhang |
Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes. |
Discret. Event Dyn. Syst. |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Peter W. Glynn, Rob J. Wang |
On the rate of convergence to equilibrium for two-sided reflected Brownian motion and for the Ornstein-Uhlenbeck process. |
Queueing Syst. Theory Appl. |
2019 |
DBLP DOI BibTeX RDF |
|
42 | S. Rao Jammalamadaka, Emanuele Taufer |
Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein-Uhlenbeck processes. |
Commun. Stat. Simul. Comput. |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Guy Blanc, Neha Gupta 0002, Gregory Valiant, Paul Valiant |
Implicit regularization for deep neural networks driven by an Ornstein-Uhlenbeck like process. |
CoRR |
2019 |
DBLP BibTeX RDF |
|
42 | Mehmet Süzen, Alper Yegenoglu |
Generalised learning of time-series: Ornstein-Uhlenbeck processes. |
CoRR |
2019 |
DBLP BibTeX RDF |
|
42 | Chenxu Li, Linjia Wu |
Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model. |
Eur. J. Oper. Res. |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Yury A. Kutoyants |
On parameter estimation of the hidden Ornstein-Uhlenbeck process. |
J. Multivar. Anal. |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Stéphane Gaïffas, Gustaw Matulewicz |
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process. |
J. Multivar. Anal. |
2019 |
DBLP DOI BibTeX RDF |
|
42 | James Heseltine, Eun-Jin Kim |
Comparing Information Metrics for a Coupled Ornstein-Uhlenbeck Process. |
Entropy |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Toni Karvonen, Filip Tronarp, Simo Särkkä |
Asymptotics of Maximum Likelihood Parameter Estimates For Gaussian Processes: The Ornstein-Uhlenbeck Prior. |
MLSP |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Arta Cika, Mihai-Alin Badiu, Justin P. Coon |
Quantifying Link Stability in Ad Hoc Wireless Networks Subject to Ornstein-Uhlenbeck Mobility. |
ICC |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Khem Raj Ghusinga, Vaibhav Srivastava, Abhyudai Singh |
Driving an Ornstein-Uhlenbeck Process to Desired First-Passage Time Statistics. |
ECC |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Johannes Nauta, Yara Khaluf, Pieter Simoens |
Using the Ornstein-Uhlenbeck Process for Random Exploration. |
COMPLEXIS |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Pasquale Coscia, Paolo Braca, Leonardo Maria Millefiori, Francesco A. N. Palmieri, Peter Willett 0001 |
Multiple Ornstein-Uhlenbeck Processes for Maritime Traffic Graph Representation. |
IEEE Trans. Aerosp. Electron. Syst. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Piotr Bania, Jerzy Baranowski |
Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation. |
Int. J. Control |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Farzad Alavi Fard, Armin Pourkhanali, Malick Sy |
A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process. |
Algorithmic Finance |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Peng Li 0010 |
Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process. |
Comput. Math. Appl. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Theodore E. Simos, Mike G. Tsionas |
Bayesian inference of the fractional Ornstein-Uhlenbeck process under a flow sampling scheme. |
Comput. Stat. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Andrea Insabato, John P. Cunningham, Matthieu Gilson |
Bayesian estimation for large scale multivariate Ornstein-Uhlenbeck model of brain connectivity. |
CoRR |
2018 |
DBLP BibTeX RDF |
|
42 | Andre Wibisono, Varun S. Jog |
Convexity of mutual information along the Ornstein-Uhlenbeck flow. |
CoRR |
2018 |
DBLP BibTeX RDF |
|
42 | Arta Cika, Mihai-Alin Badiu, Justin P. Coon |
Quantifying Link Stability in Ad Hoc Wireless Networks Subject to Ornstein-Uhlenbeck Mobility. |
CoRR |
2018 |
DBLP BibTeX RDF |
|
42 | Yiyao Sun, Kai Yao, Zongfei Fu |
Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation. |
Soft Comput. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Yin Gao, Xiangfeng Yang, Zongfei Fu |
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model. |
Soft Comput. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Ekaterina S. Palamarchuk |
An Analytic Study of the Ornstein-Uhlenbeck Process with Time-Varying Coefficients in the Modeling of Anomalous Diffusions. |
Autom. Remote. Control. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Enrica d'Afflisio, Paolo Braca, Leonardo Maria Millefiori, Peter Willett 0001 |
Detecting Anomalous Deviations From Standard Maritime Routes Using the Ornstein-Uhlenbeck Process. |
IEEE Trans. Signal Process. |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Ville Laitinen, Leo Lahti |
A Hierarchical Ornstein-Uhlenbeck Model for Stochastic Time Series Analysis. |
IDA |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Andre Wibisono, Varun S. Jog |
Convexity of mutual information along the Ornstein-Uhlenbeck flow. |
ISITA |
2018 |
DBLP DOI BibTeX RDF |
|