Ornstein Uhlenbeck Process

5 books
Some metric order of entropy-properties of an infinite-dimensional Ornstein-Uhlenbeck processTimo Koski
⏱ 22m

Some metric order of entropy-properties of an infinite-dimensional Ornstein-Uhlenbeck process

Timo Koski

198522 pp.
Mean variance and skewness of the first passage time for the Ornstein-Uhlenbeck processG. Cerbone
⏱ 37m

Mean variance and skewness of the first passage time for the Ornstein-Uhlenbeck process

G. Cerbone

198137 pp.
Optimal Mean Reversion TradingTim Siu Leung
⏱ 3h 44m

Optimal Mean Reversion Trading

Tim Siu Leung

2015224 pp.
Mathematical modelling and analysis of communication networksOlav Østerbø
⏱ 4h 24m

Mathematical modelling and analysis of communication networks

Olav Østerbø

2003264 pp.
White noiseTakeyuki Hida
⏱ 8h 36m

White noise

Takeyuki Hida

1993516 pp.