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A HIERARCHICAL ORNSTEIN―UHLENBECK MODEL FOR CONTINUOUS REPEATED MEASUREMENT DATAORAVECZ, Zita; TUERLINCKX, Francis; VANDEKERCKHOVE, Joachim et al.Psychometrika. 2009, Vol 74, Num 3, pp 395-418, issn 0033-3123, 24 p.Article

Sample path properties of lp-valued Ornstein-Uhlenbeck processesSCHMULAND, B.Canadian mathematical bulletin. 1990, Vol 33, Num 3, pp 358-366, issn 0008-4395, 9 p.Article

Long-time average of field measured by an ornstein-uhlenbeck wandererEZAWA, Hiroshi; NAKAMURA, Tom; WATANABE, Keiji et al.Journal of the Physical Society of Japan. 2006, Vol 75, Num 9, issn 0031-9015, 094001.1-094001.13Article

Multilayer markov chains with applications to polymers in shear flowDUBBELDAM, J; REDIG, F.Journal of statistical physics. 2006, Vol 125, Num 1, pp 229-247, issn 0022-4715, 19 p.Article

Properties of the reflected Ornstein-Uhlenbeck processWARD, Amy R; GLYNN, Peter W.Queueing systems. 2003, Vol 44, Num 2, pp 109-123, issn 0257-0130, 15 p.Article

Generalized Ornstein-Uhlenbeck processesBEZUGLYY, V; MEHLIA, B; WILKINSON, M et al.Journal of mathematical physics. 2006, Vol 47, Num 7, issn 0022-2488, 073301.1-073301.21Article

A critical empirical study of three electricity spot price modelsBENTH, Fred Espen; KIESEL, Rudiger; NAZAROVA, Anna et al.Energy economics. 2012, Vol 34, Num 5, pp 1589-1616, issn 0140-9883, 28 p.Article

Inégalités de Meyer pour le semigroupe d'Ornstein-Uhlenbeck généralisé = Meyer's inequalities for generalized Ornstein-Uhlenbeck semigroupsSHIQI SONG.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1995, Vol 320, Num 8, pp 993-996, issn 0764-4442Article

Some properties of the fractional Ornstein-Uhlenbeck processLITAN YAN; YUNSHENG LU; ZHIQIANG XU et al.Journal of physics. A, Mathematical and theoretical (Print). 2008, Vol 41, Num 14, issn 1751-8113, 145007.1-145007.17Article

Grandes déviations pour le processus d'Ornstein-Uhlenbeck = Large deviations for the Ornstein-Uhlenbeck processFANG, S.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1992, Vol 314, Num 4, pp 291-294, issn 0764-4442Article

Amélioration d'un résultat asymptotique fonctionnel = Improvement of an asymptotic functional resultSTOICA, G.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1994, Vol 319, Num 12, pp 1303-1305, issn 0764-4442Article

Ornstein-Uhlenbeck semigroups in open sets of Hilbert spacesDA PRATO, G; GOLDYS, B; ZABCZYK, J et al.Comptes rendus de l'Académie des sciences. Série 1, Mathématique. 1997, Vol 325, Num 4, pp 433-438, issn 0764-4442Article

The precise asymptotic behavior of parameter estimators in Ornstein―Uhlenbeck processHUI JIANG.Journal of mathematical analysis and applications. 2011, Vol 382, Num 1, pp 367-382, issn 0022-247X, 16 p.Article

Simulation of random fields via local average subdivisionFENTON, G. A; VANMARCKE, E. H.Journal of engineering mechanics. 1990, Vol 116, Num 8, pp 1733-1749, issn 0733-9399, 17 p.Article

A note on Levýs Brownian motion. IISI SI.Nagoya Mathematical Journal. 1989, Vol 114, pp 165-172, issn 0027-7630, 8 p.Article

Large deviations for l2-valued Ornstein-Uhlenbeck processesISCOE, I; MCDONALD, D.Annals of probability. 1989, Vol 17, Num 1, pp 58-73, issn 0091-1798, 16 p.Article

FIRST PASSAGE TIMES OF (REFLECTED) ORNSTEIN―UHLENBECK PROCESSES OVER RANDOM JUMP BOUNDARIESLIJUN BO; YONGJIN WANG; XUEWEI YANG et al.Journal of applied probability. 2011, Vol 48, Num 3, pp 723-732, issn 0021-9002, 10 p.Article

Temporal behavior of the conditional and Gibbs' entropiesMACKEY, Michael C; TYRAN-KAMINSKA, Marta.Journal of statistical physics. 2006, Vol 124, Num 6, pp 1443-1470, issn 0022-4715, 28 p.Article

Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck processDEUSCHEL, J.-D.Annals of probability. 1989, Vol 17, Num 1, pp 74-90, issn 0091-1798, 17 p.Article

On the absolute continuity of multidimensional Ornstein-Uhlenbeck processesSIMON, Thomas.Probability theory and related fields. 2011, Vol 151, Num 1-2, pp 173-190, issn 0178-8051, 18 p.Article

THE STATIONARY DISTRIBUTIONS OF TWO CLASSES OF REFLECTED ORNSTEIN-UHLENBECK PROCESSESXIAOYU XING; WEI ZHANG; YONGJIN WANG et al.Journal of applied probability. 2009, Vol 46, Num 3, pp 709-720, issn 0021-9002, 12 p.Article

An Ornstein-Uhlenbeck model for random oscillationsCHAN, T.Stochastics and stochastics reports (Print). 1990, Vol 29, Num 3, pp 359-375, issn 1045-1129, 17 p.Article

On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and MasaniMAKAGON, A; MANDREKAR, V.Journal of multivariate analysis. 1989, Vol 29, Num 1, pp 68-83, issn 0047-259X, 16 p.Article

Smoothing properties of transition semigroups in Hilbert spacesDA PRATO, G; ZABCZYK, J.Stochastics and stochastics reports (Print). 1991, Vol 35, Num 2, pp 63-77, issn 1045-1129, 15 p.Article

Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower boundsBANKOVSKY, Damien.Stochastic processes and their applications. 2010, Vol 120, Num 2, pp 255-280, issn 0304-4149, 26 p.Article

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