6 Treffer für Schlagwort = "Ornstein-Uhlenbeck-Prozess"

• Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean Dehling, Herold ; Franke, Brice ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, September 9, 2015

• Optimal entry to an irreversible investment plan with non convex costs de Angelis, Tiziano ; Ferrari, Giorgio ; Martyr, Randall ; Moriarty, John Bielefeld : Bielefeld University, Center for Mathematical Economics, July 2016

• Optimal installation of solar panels with price impact a solvable singular stochastic control problem Koch, Torben ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, November 2019

• Oscillating Ornstein-Uhlenbeck processes and modelling of electricity prices Kobe, Daniel ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, 22nd September 2015

• Trimmed likelihood estimators for stochastic differential equations with an application to crack growth analysis from photos Müller, Christine H. ; Meinke, Stefan DortmundUniversitätsbibliothek Dortmund : Dortmund, [2016]

• Universal bounds and monotonicity properties of ratios of hermite and parabolic cylinder functions Koch, Torben Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, May 2019