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CORC

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Ornstein-Uhlenbeck processes with singular drifts: integral estimates and Girsanov densities 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2020, 页码: 31
作者:  Gordina, Maria;  Roeckner, Michael;  Teplyaev, Alexander
收藏  |  浏览/下载：4/0  |  提交时间：2020/09/23
Absolutely continuous solutions for continuity equations in Hilbert spaces 期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 128, 页码: 42-86
作者:  Da Prato, Giuseppe;  Flandoli, Franco;  Roeckner, Michael
收藏  |  浏览/下载：32/0  |  提交时间：2020/01/10
A new way of investigating the asymptotic behaviour of a stochastic SIS system with multiplicative noise 期刊论文
APPLIED MATHEMATICS LETTERS, 2019, 卷号: 87, 页码: 80-86
作者:  Chang, Zhengbo;  Meng, Xinzhu;  Zhang, Tonghua
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/11
Stochastic Volatility Models Based on OU-Gamma Time Change: Theory and Estimation 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2018, 卷号: 36, 期号: 1, 页码: 75-87
作者:  James, Lancelot F.;  Mueller, Gernot;  Zhang, Zhiyuan
收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22
OPTIMAL IMPULSE CONTROL OF A MEAN-REVERTING INVENTORY WITH QUADRATIC COSTS 期刊论文
Journal of Industrial and Management Optimization, 2018, 卷号: 14, 期号: 4, 页码: 1685-1700
作者:  Hu, Yanqing;  Liu, Zaiming;  Wu, Jinbiao*
收藏  |  浏览/下载：3/0  |  提交时间：2019/12/03
Central limit theorems and parameter estimation associated with a weighted-fractional Brownian motion 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2018, 卷号: 192, 页码: 45-64
作者:  Sun, Xichao[1];  Yan, Litan[2]
收藏  |  浏览/下载：10/0  |  提交时间：2019/04/22
Occupation times of Levy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications 其他
2017-01-01
Zhou, Jiang; Wu, Lan; Bai, Yang
收藏  |  浏览/下载：5/0  |  提交时间：2017/12/03
The stationary distribution of Ornstein-Uhlenbeck process with a two-state Markov switching 其他
2017-01-01
Zhang, Zhenzhong; Wang, Wenlong
收藏  |  浏览/下载：2/0  |  提交时间：2017/12/03
Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation 期刊论文
STOCHASTIC ANALYSIS AND APPLICATIONS, 2017, 卷号: 35, 页码: 615-632
作者:  Jiang, Hui[1];  Li, Shimin[1];  Wang, Shaochen[2]
收藏  |  浏览/下载：3/0  |  提交时间：2019/04/24
Precautionary saving demand and consumption dynamics with the spirit of capitalism and regime switching 期刊论文
JOURNAL OF MATHEMATICAL ECONOMICS, 2016, 卷号: 64, 页码: 48-65
作者:  Wang, Haijun
收藏  |  浏览/下载：3/0  |  提交时间：2019/08/22

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