Unbiased approximation of the ergodic measure for piecewise $α$-stable Ornstein-Uhlenbeck processes arising in queueing networks
Fuente:
arXiv
Guardado en:
| Autores principales: | Jin, Xinghu, Pang, Guodong, Wang, Yu, Xu, Lihu |
|---|---|
| Formato: | Preprint |
| Publicado: |
2024
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process
por: Alaya, Mohamed Ben, et al.
Publicado: (2024)
por: Alaya, Mohamed Ben, et al.
Publicado: (2024)
Phase transition in the EM scheme of an SDE driven by $α$-stable noises with $α\in (0,2]$
por: Wang, Yu, et al.
Publicado: (2024)
por: Wang, Yu, et al.
Publicado: (2024)
Ornstein-Uhlenbeck Type Processes on Wasserstein Space
por: Ren, Panpan, et al.
Publicado: (2022)
por: Ren, Panpan, et al.
Publicado: (2022)
Markov-modulated Ornstein-Uhlenbeck processes
por: Huang, Gang, et al.
Publicado: (2014)
por: Huang, Gang, et al.
Publicado: (2014)
Ornstein-Uhlenbeck fluctuations for the line counting process of the ancestral selection graph
por: Boenkost, Florin, et al.
Publicado: (2024)
por: Boenkost, Florin, et al.
Publicado: (2024)
Path-integrals and optimal paths for the fractional Ornstein-Uhlenbeck process
por: Miao, Bing, et al.
Publicado: (2025)
por: Miao, Bing, et al.
Publicado: (2025)
First-passage functionals for Ornstein Uhlenbeck process with stochastic resetting
por: Dubey, Ashutosh, et al.
Publicado: (2023)
por: Dubey, Ashutosh, et al.
Publicado: (2023)
Exact Asymptotics for the Exit Time Probabilities of Scalar Ornstein-Uhlenbeck Bridges
por: Zhao, Feng, et al.
Publicado: (2026)
por: Zhao, Feng, et al.
Publicado: (2026)
On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes
por: Behme, Anita, et al.
Publicado: (2022)
por: Behme, Anita, et al.
Publicado: (2022)
Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes
por: Deng, Changsong, et al.
Publicado: (2023)
por: Deng, Changsong, et al.
Publicado: (2023)
Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes
por: Wu, Yinhao, et al.
Publicado: (2025)
por: Wu, Yinhao, et al.
Publicado: (2025)
A note about an upper bound for a hitting time of the fractional Ornstein-Uhlenbeck process
por: B, Wilson Cabanillas
Publicado: (2024)
por: B, Wilson Cabanillas
Publicado: (2024)
Duals and inverse flows of generalized Ornstein-Uhlenbeck processes
por: Behme, Anita, et al.
Publicado: (2025)
por: Behme, Anita, et al.
Publicado: (2025)
The multivariate fractional Ornstein-Uhlenbeck process
por: Dugo, Ranieri, et al.
Publicado: (2024)
por: Dugo, Ranieri, et al.
Publicado: (2024)
Accelerated first-passage dynamics in a non-Markovian feedback Ornstein--Uhlenbeck process
por: Coghi, Francesco, et al.
Publicado: (2025)
por: Coghi, Francesco, et al.
Publicado: (2025)
Cyclicity Analysis of the Ornstein-Uhlenbeck Process
por: Kaushik, Vivek
Publicado: (2024)
por: Kaushik, Vivek
Publicado: (2024)
Optimal stopping of an Ornstein-Uhlenbeck bridge
por: Azze, Abel, et al.
Publicado: (2021)
por: Azze, Abel, et al.
Publicado: (2021)
Boundary crossing problems and functional transformations for Ornstein-Uhlenbeck processes
por: Ahari, Aria, et al.
Publicado: (2022)
por: Ahari, Aria, et al.
Publicado: (2022)
Strong Feller Regularisation of 1-d Nonlinear Transport by Reflected Ornstein-Uhlenbeck Noise
por: von Renesse, Max-K., et al.
Publicado: (2025)
por: von Renesse, Max-K., et al.
Publicado: (2025)
Long term convergence rate of Smoluchowski-Kramers approximation by Stein's method
por: Liu, Shiyu, et al.
Publicado: (2026)
por: Liu, Shiyu, et al.
Publicado: (2026)
Asymptotic expansion of the drift estimator for the fractional Ornstein-Uhlenbeck process
por: Tudor, Ciprian A., et al.
Publicado: (2024)
por: Tudor, Ciprian A., et al.
Publicado: (2024)
Exponential ergodicity of a degenerate age-size piecewise deterministic process
por: Madrid, Ignacio
Publicado: (2022)
por: Madrid, Ignacio
Publicado: (2022)
Tail behavior of Markov-modulated generalized Ornstein-Uhlenbeck processes
por: Alsmeyer, Gerold, et al.
Publicado: (2026)
por: Alsmeyer, Gerold, et al.
Publicado: (2026)
Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
por: Jin, Xinghu, et al.
Publicado: (2025)
por: Jin, Xinghu, et al.
Publicado: (2025)
Quantitative approximation to density dependent SDEs driven by $α$-stable processes
por: Song, Ke, et al.
Publicado: (2025)
por: Song, Ke, et al.
Publicado: (2025)
Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck type process driven by a Hermite process
por: Rao, B. L. S. Prakasa
Publicado: (2025)
por: Rao, B. L. S. Prakasa
Publicado: (2025)
Heavy tailed large deviations for time averages of diffusions: the Ornstein-Uhlenbeck case
por: Ferré, Grégoire
Publicado: (2024)
por: Ferré, Grégoire
Publicado: (2024)
Quantitative diffusion approximation for the Neutral $r$-Alleles Wright-Fisher Model with Mutations
por: Chen, Peng, et al.
Publicado: (2024)
por: Chen, Peng, et al.
Publicado: (2024)
On the entropy minimal martingale measure in the exponential Ornstein-Uhlenbeck stochastic volatility model
por: Kabanov, Yuri, et al.
Publicado: (2025)
por: Kabanov, Yuri, et al.
Publicado: (2025)
Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
por: Azze, Abel, et al.
Publicado: (2022)
por: Azze, Abel, et al.
Publicado: (2022)
$L^2$-exponential ergodicity of stochastic Hamiltonian systems with $α$-stable Lévy noises
por: Jianhai, Bao, et al.
Publicado: (2024)
por: Jianhai, Bao, et al.
Publicado: (2024)
Ergodicity bounds for stable Ornstein-Uhlenbeck systems in Wasserstein distance with applications to cutoff stability
por: Barrera, Gerardo, et al.
Publicado: (2023)
por: Barrera, Gerardo, et al.
Publicado: (2023)
Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
por: Dolinsky, Yan
Publicado: (2025)
por: Dolinsky, Yan
Publicado: (2025)
Non-asymptotic bounds for forward processes in denoising diffusions: Ornstein-Uhlenbeck is hard to beat
por: Brešar, Miha, et al.
Publicado: (2024)
por: Brešar, Miha, et al.
Publicado: (2024)
Total variation distance between SDEs with stable noise and Brownian motion
por: Deng, Changsong, et al.
Publicado: (2024)
por: Deng, Changsong, et al.
Publicado: (2024)
Spectral theory of non-local Ornstein-Uhlenbeck operators
por: Sarkar, Rohan
Publicado: (2025)
por: Sarkar, Rohan
Publicado: (2025)
$W_{\bf d}$-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
por: Chen, Peng, et al.
Publicado: (2024)
por: Chen, Peng, et al.
Publicado: (2024)
Functional central limit theorem for Euler--Maruyama scheme with decreasing step sizes
por: Pei, Qiyang, et al.
Publicado: (2025)
por: Pei, Qiyang, et al.
Publicado: (2025)
Generalized Ornstein-Uhlenbeck process for affine stochastic functional differential equations and its applications
por: Lv, Xiang
Publicado: (2025)
por: Lv, Xiang
Publicado: (2025)
Berry-Esseen bound for the Moment Estimation of the fractional Ornstein-Uhlenbeck model under fixed step size discrete observations
por: Tang, Zheng, et al.
Publicado: (2025)
por: Tang, Zheng, et al.
Publicado: (2025)
Ejemplares similares
-
Maximum likelihood estimation in the ergodic Volterra Ornstein-Uhlenbeck process
por: Alaya, Mohamed Ben, et al.
Publicado: (2024) -
Phase transition in the EM scheme of an SDE driven by $α$-stable noises with $α\in (0,2]$
por: Wang, Yu, et al.
Publicado: (2024) -
Ornstein-Uhlenbeck Type Processes on Wasserstein Space
por: Ren, Panpan, et al.
Publicado: (2022) -
Markov-modulated Ornstein-Uhlenbeck processes
por: Huang, Gang, et al.
Publicado: (2014) -
Ornstein-Uhlenbeck fluctuations for the line counting process of the ancestral selection graph
por: Boenkost, Florin, et al.
Publicado: (2024)