16 citations to 10.1016/j.spl.2008.01.017 (Crossref Cited-By Service)
  1. Lijun Bo, Yongjin Wang, Xuewei Yang, “First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries”, J. Appl. Probab., 48, № 03, 2011, 723  crossref
  2. Lijun Bo, Yongjin Wang, Xuewei Yang, “First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries”, Journal of Applied Probability, 48, № 3, 2011, 723  crossref
  3. Jiang Zhou, Lan Wu, Yang Bai, “Occupation times of Lévy-driven Ornstein–Uhlenbeck processes with two-sided exponential jumps and applications”, Statistics & Probability Letters, 125, 2017, 80  crossref
  4. Lili Zhang, “The Erlang(n) risk model with two-sided jumps and a constant dividend barrier”, Communications in Statistics - Theory and Methods, 50, № 24, 2021, 5899  crossref
  5. Tim Leung, Kevin W. Lu, “Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework”, Applied Mathematical Finance, 30, № 4, 2023, 207  crossref
  6. Piotr Graczyk, Tomasz Jakubowski, Tomasz Luks, “Martin representation and Relative Fatou Theorem for fractional Laplacian with a gradient perturbation”, Positivity, 17, № 4, 2013, 1043  crossref
  7. S. Endres, J. Stübinger, “Optimal trading strategies for Lévy-driven Ornstein–Uhlenbeck processes”, Applied Economics, 51, № 29, 2019, 3153  crossref
  8. Shiyu Song, “Some Explicit Results on First Exit Times for a Jump Diffusion Process Involving Semimartingale Local Time”, J Theor Probab, 34, № 4, 2021, 2346  crossref
  9. Semere Habtemicael, Indranil SenGupta, “Ornstein–Uhlenbeck processes for geophysical data analysis”, Physica A: Statistical Mechanics and its Applications, 399, 2014, 147  crossref
  10. Hamed Habibi, Ian Howard, Reza Habibi, “Bayesian Sensor Fault Detection in a Markov Jump System”, Asian Journal of Control, 19, № 4, 2017, 1465  crossref
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