نتایج جستجو برای: ornstein uhlenbeck

تعداد نتایج: 2417  

2003
ALBERT C. FANNJIANG

We prove that the passive scalar field in the Ornstein-Uhlenbeck velocity field with wave-number dependent correlation times converges, in the white-noise limit, to that of Kraichnan’s model with higher spatial regularity.

2003
PRAKASA RAO

We investigate the asymptotic properties of the sequential maximum likelihhod estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process satisfying a linear stochastic differential equation driven by fractional Brownian motion.

Journal: :Electronic Communications in Probability 1997

Journal: :Journal of Functional Analysis 2010

Journal: :Stochastic Processes and their Applications 1987

Journal: :Journal of Statistical Mechanics: Theory and Experiment 2021

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید