Showing 1 - 9 of 9
This note focuses on the Ornstein–Uhlenbeck process reflected at its long-run level (or long-run mean). The analytical closed-form of the transition density is obtained by virtue of the Skorokhod equation and the time-change for martingales. Our result is consistent with that presented by...
Persistent link: https://www.econbiz.de/10010576156
Persistent link: https://www.econbiz.de/10011543937
Persistent link: https://www.econbiz.de/10005166810
Persistent link: https://www.econbiz.de/10005390614
Persistent link: https://www.econbiz.de/10014591071
We introduce a class of bisexual branching processes where a control is achieved on the number of couples and the mating depends on the number of progenitor couples. We establish several probabilistic properties and some results about its extinction probability.
Persistent link: https://www.econbiz.de/10005223942
Persistent link: https://www.econbiz.de/10005613241
Persistent link: https://www.econbiz.de/10003746892
Persistent link: https://www.econbiz.de/10003645905