✦ LIBER ✦

Exact numerical simulation of the Ornstein-Uhlenbeck process and its integral

✍ Scribed by Gillespie, Daniel T.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Exact asymptotic bias for estimators of

✍ Denis Bosq 📂 Article 📅 2010 🏛 Springer Netherlands 🌐 English ⚖ 181 KB

Integrable Deformation of Gaussian Distr

✍ Yoshimasa Nakamura 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 52 KB

On the Distribution of the Integrated Sq

✍ Thad Dankel, Jr. 📂 Article 📅 1991 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 517 KB

Statistical estimation of multivariate O

✍ Fasen, Vicky 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 342 KB

Sample path deviations of the Wiener and

✍ Barczy, Mátyás; Kern, Peter 📂 Article 📅 2013 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 591 KB

Moment generating function of a first hi

✍ Mario Lefebvre 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 309 KB