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Uhlenbeck
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#	Item
11	DNB Working Paper NoApril 2012 Laura Spierdijk and Jacob Bikker DNB W o r k i n g P a p e r Add to Reading List Source URL: www.dnb.nl Language: English - Date: 2015-06-02 04:55:50 Stock market Mathematical finance Time series analysis Mean reversion Stochastic processes Ornstein–Uhlenbeck process Volatility Share price Quantitative analyst Statistics Financial economics Economics
12	Time-Markovian Representation of Spatio-Temporal Gaussian Processes (with Applications) Simo S¨arkk¨a Department of Biomedical Engineering and Computational Science (BECS) Aalto University, Espoo, Finland Add to Reading List Source URL: inverse-problems.org Language: English - Date: 2013-09-02 06:15:32 Spectral density Ornstein–Uhlenbeck process Markov process Stochastic differential equation White noise Ordinal number Statistics Stochastic processes Gaussian process
13	1 Katherine Freese Director, Nordic Institute for Theoretical Physics (Nordita) Roslagstullsbacken 23, Stockholm, Sweden +, George E. Uhlenbeck Professor of Physics Add to Reading List Source URL: www-personal.umich.edu Language: English - Date: 2014-12-05 01:10:25 Physical cosmology Dark star Katherine Freese Freese Particle Dark Matter Fred Adams Primordial black hole Physical Review Inflation Physics Astronomy Star types
14	Modelling vertical fish migration using mixed Ornstein-Uhlenbeck processes Erik Natvig∗, Sam Subbey† Abstract Based on vertical movement data derived from electronic storage tags (DST) attached to fish, we construct Add to Reading List Source URL: www.nik.no Language: English - Date: 2012-02-29 03:37:58 Markov processes Markov chain Ornstein–Uhlenbeck process Kernel density estimation Stochastic matrix Simulation Hidden Markov model Statistics Markov models Stochastic processes
15	Stochastic Calculus for Finance, AME, MT 1998, Problems 1 Stochastic Calculus for Finance Michaelmas Term 1998: Problems for solution Add to Reading List Source URL: www-stat.wharton.upenn.edu Language: English - Date: 2010-12-11 08:07:57 Wiener process Risk-neutral measure Black–Scholes Brownian motion Quadratic variation Martingale Ornstein–Uhlenbeck process Stochastic calculus Martingale representation theorem Statistics Stochastic processes Probability theory
16	Preface If you place a large number of points randomly in the unit square, what is the distribution of the radius of the largest circle containing no points? Of the smallest circle containing 4 points? Why do Brownian sa Add to Reading List Source URL: www.stat.berkeley.edu Language: English - Date: 2005-08-12 17:54:29 Ornstein–Uhlenbeck process Gaussian process Random walk Normal distribution Markov chain Brownian bridge Markov process Independent and identically distributed random variables Wiener process Statistics Stochastic processes Brownian motion
17	STAT 650 Homework 5 Instructors: Drs. Dennis Cox and Rudolf Riedi Due date: Thursday, April 27, 2006 Bring to class or hand in to Dr. Riedi, Duncan Hall[removed]Solve Oksendal problem[removed]Notice the hints given. 13. T Add to Reading List Source URL: www.stat.rice.edu Language: English - Date: 2006-04-21 00:07:08 XT Numerical software Statistics Stochastic differential equations Ornstein–Uhlenbeck process
18	Normalized kernel-weighted random measures Add to Reading List Source URL: www-old.newton.ac.uk Language: English - Date: 2013-04-15 09:00:43 Ornstein Uhlenbeck Dirichlet process Exchangeable random variables Independent and identically distributed random variables Statistics Probability theory Stochastic processes
19	doi:[removed]rsif[removed] Add to Reading List Source URL: wrap.warwick.ac.uk Language: English - Date: 2012-05-29 04:10:08 Epidemiology Epidemic model Public health Population model Markov chain Economic model Differential equation Ornstein–Uhlenbeck process Statistics Statistical models Stochastic processes
20	Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility Add to Reading List Source URL: eetd.lbl.gov Language: English - Date: 2014-12-11 20:16:49 Stochastic volatility Ornstein–Uhlenbeck process Geometric Brownian motion Volatility Brownian motion Stochastic differential equation Time series Autoregressive conditional heteroskedasticity Statistics Stochastic processes Mathematical finance

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