Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
169 | Fredrik A. Dahl |
How Online Learning Approaches Ornstein Uhlenbeck Processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Neural Process. Lett. ![In: Neural Process. Lett. 23(2), pp. 121-131, 2006. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 44(2), pp. 109-123, 2003. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Complex (1) ![In: Complex Sciences, First International Conference, Complex 2009, Shanghai, China, February 23-25, 2009. Revised Papers, Part 1, pp. 1051-1062, 2009, Springer, 978-3-642-02465-8. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
BVAI ![In: Advances in Brain, Vision, and Artificial Intelligence, Second International Symposium, BVAI 2007, Naples, Italy, October 10-12, 2007, Proceedings, pp. 368-377, 2007, Springer, 978-3-540-75554-8. The full citation details ...](Pics/full.jpeg) |
2007 |
DBLP DOI BibTeX RDF |
|
89 | Paul Mullowney, Satish Iyengar |
Parameter estimation for a leaky integrate-and-fire neuronal model from ISI data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Neurosci. ![In: J. Comput. Neurosci. 24(2), pp. 179-194, 2008. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Biol. Cybern. ![In: Biol. Cybern. 99(4-5), pp. 253-262, 2008. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Neurosci. ![In: J. Comput. Neurosci. 21(2), pp. 211-223, 2006. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 54(4), pp. 313-316, 2006. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 50(4), pp. 371-400, 2005. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 43(1-2), pp. 103-128, 2003. The full citation details ...](Pics/full.jpeg) |
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). ![Search on Bibsonomy](Pics/bibsonomy.png) |
|
2015 |
RDF |
|
84 | Cheng-shi Liu |
Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Lett. ![In: Appl. Math. Lett. 26(9), pp. 957-962, 2013. The full citation details ...](Pics/full.jpeg) |
2013 |
DBLP DOI BibTeX RDF |
|
80 | Chi-Fai Lo, T. K. Chung |
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICONIP (1) ![In: Neural Information Processing, 13th International Conference, ICONIP 2006, Hong Kong, China, October 3-6, 2006, Proceedings, Part I, pp. 1155-1164, 2006, Springer, 3-540-46479-4. The full citation details ...](Pics/full.jpeg) |
2006 |
DBLP DOI BibTeX RDF |
|
80 | Chi-Fai Lo, T. K. Chung |
First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICONIP (1) ![In: Neural Information Processing, 13th International Conference, ICONIP 2006, Hong Kong, China, October 3-6, 2006, Proceedings, Part I, pp. 324-331, 2006, Springer, 3-540-46479-4. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 56(1), pp. 9-26, 2007. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Nonlinear Sci. ![In: J. Nonlinear Sci. 34(1), pp. 28, February 2024. The full citation details ...](Pics/full.jpeg) |
2024 |
DBLP DOI BibTeX RDF |
|
42 | Chun Lu, Chuanlong Xu |
Dynamic properties for a stochastic SEIR model with Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 216, pp. 288-300, February 2024. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Oper. Res. Forum ![In: Oper. Res. Forum 5(1), pp. 14, March 2024. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 131, pp. 107868, April 2024. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Control. Syst. Lett. ![In: IEEE Control. Syst. Lett. 7, pp. 1536-1541, 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Nonlinear Sci. ![In: J. Nonlinear Sci. 33(5), pp. 76, October 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Getut Pramesti |
Parameter least-squares estimation for time-inhomogeneous Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Monte Carlo Methods Appl. ![In: Monte Carlo Methods Appl. 29(1), pp. 1-32, March 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Commun. Networks ![In: J. Commun. Networks 25(5), pp. 670-687, October 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Math. Math. Sci. ![In: Int. J. Math. Math. Sci. 2023, pp. 2377314:1-2377314:8, 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2308.15401, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Anastasis Kratsios, Cody B. Hyndman |
Generative Ornstein-Uhlenbeck Markets via Geometric Deep Learning. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2302.09176, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Simon Carter, Helmut H. Strey |
Parameter estimation from an Ornstein-Uhlenbeck process with measurement noise. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2305.13498, 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2311.17673, 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2312.10299, 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Lett. ![In: Appl. Math. Lett. 143, pp. 108690, September 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Intell. ![In: Appl. Intell. 53(2), pp. 1391-1404, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Paul Alphonse, Jérémy Martin |
Approximate Null-Controllability with Uniform Cost for the Hypoelliptic Ornstein-Uhlenbeck Equations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Control. Optim. ![In: SIAM J. Control. Optim. 61(3), pp. 1679-1711, June 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 119, pp. 107128, May 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 122, pp. 107259, July 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 123, pp. 107284, August 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 119, pp. 107111, May 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 116, pp. 106878, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Yaozhong Hu, Neha Sharma |
Ergodic estimators of double exponential Ornstein-Uhlenbeck processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 434, pp. 115329, December 2023. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Commun. Lett. ![In: IEEE Commun. Lett. 27(6), pp. 1510-1514, 2023. The full citation details ...](Pics/full.jpeg) |
2023 |
DBLP DOI BibTeX RDF |
|
42 | Qing Yang, Xinhong Zhang, Daqing Jiang |
Dynamical Behaviors of a Stochastic Food Chain System with Ornstein-Uhlenbeck Process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Nonlinear Sci. ![In: J. Nonlinear Sci. 32(3), pp. 34, 2022. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Mob. Comput. ![In: IEEE Trans. Mob. Comput. 21(1), pp. 332-341, 2022. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Math. Comput. Simul. ![In: Math. Comput. Simul. 196, pp. 15-44, 2022. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Axioms ![In: Axioms 11(4), pp. 160, 2022. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. ![In: Comput. Stat. 37(3), pp. 995-1013, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Piergiacomo Sabino, Nicola Cufaro Petroni |
Fast simulation of tempered stable Ornstein-Uhlenbeck processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. ![In: Comput. Stat. 37(5), pp. 2517-2551, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Yunquan Song, Xinhong Zhang |
Stationary distribution and extinction of a stochastic SVEIS epidemic model incorporating Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Lett. ![In: Appl. Math. Lett. 133, pp. 108284, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Philippe Bergault, Fayçal Drissi, Olivier Guéant |
Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein-Uhlenbeck Dynamics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Financial Math. ![In: SIAM J. Financial Math. 13(1), pp. 353-390, 2022. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Nonlinear Sci. Numer. Simul. ![In: Commun. Nonlinear Sci. Numer. Simul. 111, pp. 106450, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Yaozhong Hu, Yuejuan Xi |
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Comput. Appl. Math. ![In: J. Comput. Appl. Math. 411, pp. 114264, 2022. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Quantum Inf. Process. ![In: Quantum Inf. Process. 21(10), pp. 354, 2022. The full citation details ...](Pics/full.jpeg) |
2022 |
DBLP DOI BibTeX RDF |
|
42 | Jesús Angulo |
Morphological Counterpart of Ornstein-Uhlenbeck Semigroups and PDEs. ![Search on Bibsonomy](Pics/bibsonomy.png) |
DGMM ![In: Discrete Geometry and Mathematical Morphology - Second International Joint Conference, DGMM 2022, Strasbourg, France, October 24-27, 2022, Proceedings, pp. 169-181, 2022, Springer, 978-3-031-19896-0. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICLR ![In: The Tenth International Conference on Learning Representations, ICLR 2022, Virtual Event, April 25-29, 2022, 2022, OpenReview.net. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Oper. Res. Soc. ![In: J. Oper. Res. Soc. 72(2), pp. 471-484, 2021. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 394, pp. 125833, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Maba Boniface Matadi, Phumlani Lawrence Zondi |
Invariant Solutions of Black-Scholes Equation with Ornstein-Uhlenbeck Process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 13(5), pp. 847, 2021. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE/ACM Trans. Netw. ![In: IEEE/ACM Trans. Netw. 29(5), pp. 1962-1975, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Yan Qu, Angelos Dassios, Hongbiao Zhao |
Exact simulation of Ornstein-Uhlenbeck tempered stable processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Probab. ![In: J. Appl. Probab. 58(2), pp. 347-371, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Benjamin J. Zhang, Tuhin Sahai, Youssef M. Marzouk |
Computing eigenfunctions of the multidimensional Ornstein-Uhlenbeck operator. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/2110.09229, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP BibTeX RDF |
|
42 | Geng Li, Xiangfeng Yang, Huadong Wu |
Equity warrants model based on uncertain exponential Ornstein-Uhlenbeck equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 25(20), pp. 12797-12803, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Yi Liu, Kai Yao 0002 |
Option pricing formulas for uncertain exponential Ornstein-Uhlenbeck model with dividends. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 25(1), pp. 673-681, 2021. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 23(8), pp. 940, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Thomas Berger |
Funnel Control of the Fokker-Planck Equation for a MultiDimensional Ornstein-Uhlenbeck Process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
SIAM J. Control. Optim. ![In: SIAM J. Control. Optim. 59(5), pp. 3203-3230, 2021. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Tim Leung, Yang Zhou |
Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACC ![In: 2021 American Control Conference, ACC 2021, New Orleans, LA, USA, May 25-28, 2021, pp. 1168-1173, 2021, IEEE, 978-1-6654-4197-1. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
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42 | Ye Lin, Sean B. Andersson |
EM-based algorithms for single particle tracking of Ornstein-Uhlenbeck motion from sCMOS camera data. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ACC ![In: 2021 American Control Conference, ACC 2021, New Orleans, LA, USA, May 25-28, 2021, pp. 3945-3950, 2021, IEEE, 978-1-6654-4197-1. The full citation details ...](Pics/full.jpeg) |
2021 |
DBLP DOI BibTeX RDF |
|
42 | Giuseppina Albano, Virginia Giorno |
Inferring time non-homogeneous Ornstein Uhlenbeck type stochastic process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. Data Anal. ![In: Comput. Stat. Data Anal. 150, pp. 107008, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Tawfiqullah Ayoubi, Haibo Bao |
Persistence and extinction in stochastic delay Logistic equation by incorporating Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 386, pp. 125465, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Hugo de la Cruz, Juan Carlos Jimenez 0001 |
Exact pathwise simulation of multi-dimensional Ornstein-Uhlenbeck processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Appl. Math. Comput. ![In: Appl. Math. Comput. 366, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Nachiketa Chakraborty |
Exploring Finite-Sized Scale Invariance in Stochastic Variability with Toy Models: The Ornstein-Uhlenbeck Model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Symmetry ![In: Symmetry 12(11), pp. 1927, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
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42 | Yinfeng Wang, Yanlin Tang, Xinsheng Zhang |
A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Syst. Sci. Complex. ![In: J. Syst. Sci. Complex. 33(6), pp. 2067-2079, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Christophette Blanchet-Scalliet, Diana Dorobantu, Laura Gay |
Joint law of an Ornstein-Uhlenbeck process and its supremum. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Probab. ![In: J. Appl. Probab. 57(2), pp. 541-558, 2020. The full citation details ...](Pics/full.jpeg) |
2020 |
DBLP DOI BibTeX RDF |
|
42 | Zhongwei Liao, Jinghai Shao |
Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Appl. Probab. ![In: J. Appl. Probab. 57(1), pp. 266-279, 2020. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CogSIMA ![In: IEEE Conference on Cognitive and Computational Aspects of Situation Management, CogSIMA 2020, Victoria, BC, Canada, August 24-29, 2020, pp. 98-105, 2020, IEEE, 978-1-7281-6001-6. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
COLT ![In: Conference on Learning Theory, COLT 2020, 9-12 July 2020, Virtual Event [Graz, Austria]., pp. 483-513, 2020, PMLR. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Discret. Event Dyn. Syst. ![In: Discret. Event Dyn. Syst. 29(1), pp. 57-77, 2019. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Queueing Syst. Theory Appl. ![In: Queueing Syst. Theory Appl. 91(1-2), pp. 1-14, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
42 | S. Rao Jammalamadaka, Emanuele Taufer |
Semi-parametric estimation of the autoregressive parameter in non-Gaussian Ornstein-Uhlenbeck processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Commun. Stat. Simul. Comput. ![In: Commun. Stat. Simul. Comput. 48(9), pp. 2791-2811, 2019. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1904.09080, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
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42 | Mehmet Süzen, Alper Yegenoglu |
Generalised learning of time-series: Ornstein-Uhlenbeck processes. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1910.09394, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP BibTeX RDF |
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42 | Chenxu Li, Linjia Wu |
Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Eur. J. Oper. Res. ![In: Eur. J. Oper. Res. 275(2), pp. 768-779, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Yury A. Kutoyants |
On parameter estimation of the hidden Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Multivar. Anal. ![In: J. Multivar. Anal. 169, pp. 248-263, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Stéphane Gaïffas, Gustaw Matulewicz |
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
J. Multivar. Anal. ![In: J. Multivar. Anal. 169, pp. 1-20, 2019. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
42 | James Heseltine, Eun-Jin Kim |
Comparing Information Metrics for a Coupled Ornstein-Uhlenbeck Process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Entropy ![In: Entropy 21(8), pp. 775, 2019. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
MLSP ![In: 29th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2019, Pittsburgh, PA, USA, October 13-16, 2019, pp. 1-6, 2019, IEEE, 978-1-7281-0824-7. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ICC ![In: 2019 IEEE International Conference on Communications, ICC 2019, Shanghai, China, May 20-24, 2019, pp. 1-6, 2019, IEEE, 978-1-5386-8088-9. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Khem Raj Ghusinga, Vaibhav Srivastava, Abhyudai Singh |
Driving an Ornstein-Uhlenbeck Process to Desired First-Passage Time Statistics. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ECC ![In: 17th European Control Conference, ECC 2019, Naples, Italy, June 25-28, 2019, pp. 869-874, 2019, IEEE, 978-3-907144-00-8. The full citation details ...](Pics/full.jpeg) |
2019 |
DBLP DOI BibTeX RDF |
|
42 | Johannes Nauta, Yara Khaluf, Pieter Simoens |
Using the Ornstein-Uhlenbeck Process for Random Exploration. ![Search on Bibsonomy](Pics/bibsonomy.png) |
COMPLEXIS ![In: Proceedings of the 4th International Conference on Complexity, Future Information Systems and Risk, COMPLEXIS 2019, Heraklion, Crete, Greece, May 2-4, 2019., pp. 59-66, 2019, SciTePress, 978-989-758-366-7. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Aerosp. Electron. Syst. ![In: IEEE Trans. Aerosp. Electron. Syst. 54(5), pp. 2158-2170, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Piotr Bania, Jerzy Baranowski |
Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Int. J. Control ![In: Int. J. Control 91(2), pp. 411-419, 2018. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Algorithmic Finance ![In: Algorithmic Finance 7(1-2), pp. 15-30, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Peng Li 0010 |
Pricing weather derivatives with partial differential equations of the Ornstein-Uhlenbeck process. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Math. Appl. ![In: Comput. Math. Appl. 75(3), pp. 1044-1059, 2018. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Comput. Stat. ![In: Comput. Stat. 33(4), pp. 1687-1713, 2018. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1805.10050, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
|
42 | Andre Wibisono, Varun S. Jog |
Convexity of mutual information along the Ornstein-Uhlenbeck flow. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1805.01401, 2018. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
CoRR ![In: CoRR abs/1811.03410, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP BibTeX RDF |
|
42 | Yiyao Sun, Kai Yao, Zongfei Fu |
Interest rate model in uncertain environment based on exponential Ornstein-Uhlenbeck equation. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 22(2), pp. 465-475, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Yin Gao, Xiangfeng Yang, Zongfei Fu |
Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Soft Comput. ![In: Soft Comput. 22(17), pp. 5647-5654, 2018. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
Autom. Remote. Control. ![In: Autom. Remote. Control. 79(2), pp. 289-299, 2018. The full citation details ...](Pics/full.jpeg) |
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. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IEEE Trans. Signal Process. ![In: IEEE Trans. Signal Process. 66(24), pp. 6474-6487, 2018. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Ville Laitinen, Leo Lahti |
A Hierarchical Ornstein-Uhlenbeck Model for Stochastic Time Series Analysis. ![Search on Bibsonomy](Pics/bibsonomy.png) |
IDA ![In: Advances in Intelligent Data Analysis XVII - 17th International Symposium, IDA 2018, 's-Hertogenbosch, The Netherlands, October 24-26, 2018, Proceedings, pp. 188-199, 2018, Springer, 978-3-030-01767-5. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|
42 | Andre Wibisono, Varun S. Jog |
Convexity of mutual information along the Ornstein-Uhlenbeck flow. ![Search on Bibsonomy](Pics/bibsonomy.png) |
ISITA ![In: International Symposium on Information Theory and Its Applications, ISITA 2018, Singapore, October 28-31, 2018, pp. 55-59, 2018, IEEE, 978-4-88552-318-2. The full citation details ...](Pics/full.jpeg) |
2018 |
DBLP DOI BibTeX RDF |
|