One-to-one correspondences between discrete multivariate stationary, self-similar, and stationary increment fields.

Συγγραφείς: Voutilainen, Marko¹ (AUTHOR) marko.voutilainen@utu.fi, Peltonen, Valtteri¹ (AUTHOR)

Πηγή: Stochastic Models. 2025, Vol. 41 Issue 4, p576-609. 34p.

Θεματικοί όροι: *SIMULATION methods & models, SELF-similar processes, ORNSTEIN-Uhlenbeck process, INJECTIVE functions, BIJECTIONS, AUTOREGRESSIVE models

The uncertain exponential Ornstein–Uhlenbeck option pricing model considering interest rate risk: evidence from the Chinese stock options market.

Συγγραφείς: Jia, Lifen¹ (AUTHOR), Li, Dongao² (AUTHOR) lidongao@cueb.edu.cn, Guo, Fengjia¹ (AUTHOR)

Πηγή: Journal of Statistical Computation & Simulation. Oct2025, Vol. 95 Issue 15, p3209-3230. 22p.

Θεματικοί όροι: *INTEREST rate risk, *FINANCIAL markets, *DERIVATIVE securities, *SIMULATION methods & models, ORNSTEIN-Uhlenbeck process, STOCHASTIC differential equations, MAXIMUM likelihood statistics

Volatility modelling in a Markov-switching environment: two Ornstein–Uhlenbeck-related approaches.

Συγγραφείς: Behme, Anita¹ (AUTHOR) anita.behme@tu-dresden.de

Πηγή: Finance & Stochastics. Oct2025, Vol. 29 Issue 4, p1109-1138. 30p.

Θεματικοί όροι: *MARKET volatility, *ANALYSIS of covariance, ORNSTEIN-Uhlenbeck process, AUTOREGRESSIVE models, STABILITY (Mechanics), FLUCTUATIONS (Physics), HIDDEN Markov models

Stochastic SIR Model for Computer Worm Propagation

Συγγραφείς: Zhuravel, Ihor, Semenyuk, Serhiy, Korobeinikova, Tetiana, Romanyuk, Oleksandr, Reshetnik, Oleksandr, Maydanyuk, Volodymyr

Πηγή: 2025 15th International Conference on Advanced Computer Information Technologies (ACIT) Advanced Computer Information Technologies (ACIT), 2025 15th International Conference on. :505-508 Sep, 2025

Relation: 2025 15th International Conference on Advanced Computer Information Technologies (ACIT)

Convertible bond pricing under uncertain exponential Ornstein-Uhlenbeck model.

Συγγραφείς: Wang, Weiwei¹ (AUTHOR) wangww2022@njfu.edu.cn, Yang, Shuwen¹ (AUTHOR) yswwendy0803@njfu.edu.cn

Πηγή: Journal of Industrial & Management Optimization. Sep2025, Vol. 21 Issue 9, p1-19. 19p.

Θεματικοί όροι: *CONVERTIBLE bonds, *STOCHASTIC analysis, *PRICES, *EMPIRICAL research, *DERIVATIVE securities, ORNSTEIN-Uhlenbeck process, SENSITIVITY analysis, NUMERICAL analysis

SPURIOUS FACTORS IN DATA WITH LOCAL-TO-UNIT ROOTS.

Συγγραφείς: Onatski, Alexei¹ (AUTHOR), Wang, Chen² (AUTHOR) stacw@hku.hk

Πηγή: Econometric Theory. Aug2025, Vol. 41 Issue 4, p779-816. 38p.

Θεματικοί όροι: *STOCHASTIC processes, *STATISTICAL correlation, PRINCIPAL components analysis, ORNSTEIN-Uhlenbeck process, METADATA, COVARIANCE matrices

Physics-informed neural network for option pricing weather derivatives model.

Συγγραφείς: Bansal, Saurabh¹ (AUTHOR) sbansal@iitg.ac.in, Boro, Pradanya² (AUTHOR) pradanyaboro@kgpian.iitkgp.ac.in, Natesan, Srinivasan¹ (AUTHOR) natesan@iitg.ac.in

Πηγή: Computers & Mathematics with Applications. Dec2025, Vol. 200, p1-21. 21p.

Θεματικοί όροι: *ORNSTEIN-Uhlenbeck process, *PARTIAL differential equations, *JUMP processes, *DERIVATIVE securities, *METEOROLOGICAL precipitation, *ARTIFICIAL intelligence, *MACHINE learning

Modeling Dynamic Regime Shifts in Diffusion Processes: Approximate Maximum Likelihood Estimation for Two-Threshold Ornstein–Uhlenbeck Models.

Συγγραφείς: Bekesiene, Svajone¹ (AUTHOR) svajone.bekesiene@lka.lt, Nikitin, Anatolii^2,3 (AUTHOR), Nechyporuk, Serhii^3,4 (AUTHOR)

Πηγή: Mathematics (2227-7390). Nov2025, Vol. 13 Issue 21, p3450. 18p.

Θεματικοί όροι: *ORNSTEIN-Uhlenbeck process, *PARAMETER estimation, *STOCHASTIC processes, *PARAMETERIZATION, *DIFFUSION kinetics, *STOCHASTIC models, *ITERATIVE methods (Mathematics), *MAXIMUM likelihood statistics

The Density Function of the Stochastic SIQR Model with a Two-Parameters Mean-Reverting Process.

Συγγραφείς: Zhang, Huina¹ (AUTHOR), Ni, Zhiming¹ (AUTHOR), Jiang, Daqing¹ (AUTHOR), Sun, Jianguo¹ (AUTHOR) sunjg616@upc.edu.cn

Πηγή: Axioms (2075-1680). Oct2025, Vol. 14 Issue 10, p732. 19p.

Θεματικοί όροι: *PROBABILITY density function, *ORNSTEIN-Uhlenbeck process, *STOCHASTIC models, *EPIDEMIOLOGICAL models

Berry-Esséen bounds for the statistical estimators of an Ornstein-Uhlenbeck process driven by a general Gaussian noise.

Συγγραφείς: Chen, Yong¹ (AUTHOR) zhishi@pku.org.cn, Li, Ying² (AUTHOR) liying@xtu.edu.cn, Zhou, Hongjuan³ (AUTHOR) Hongjuan.Zhou@asu.edu

Πηγή: Fractional Calculus & Applied Analysis. Oct2025, Vol. 28 Issue 5, p2607-2637. 31p.

Θεματικοί όροι: *ORNSTEIN-Uhlenbeck process, *GAUSSIAN processes, *STATISTICAL correlation, *SELF-similar processes, *ESTIMATION theory, *CENTRAL limit theorem, *RANDOM noise theory

Ornstein-Uhlenbeck Noise Driven Diffusion Model

Συγγραφείς: Liu, Sirui

Πηγή: 2025 6th International Conference on Computer Engineering and Application (ICCEA) Computer Engineering and Application (ICCEA), 2025 6th International Conference on. :1666-1670 Apr, 2025

Relation: 2025 6th International Conference on Computer Engineering and Application (ICCEA)

Modelling car-following dynamics with stochastic input-state-output port-Hamiltonian systems.

Συγγραφείς: Ackermann, Julia^1,2 (AUTHOR), Ehrhardt, Matthias^1,2 (AUTHOR), Kruse, Thomas^1,2 (AUTHOR), Tordeux, Antoine^1,3 (AUTHOR) tordeux@uni-wuppertal.de

Πηγή: EPJ Web of Conferences. 9/12/2025, Vol. 334, p1-9. 9p.

Θεματικοί όροι: *CLOSED loop systems, *ORNSTEIN-Uhlenbeck process, *COLLECTIVE behavior, *GAUSSIAN distribution, *COMPUTER simulation

Drift estimation for a class of generalized Ornstein-Uhlenbeck process with fluctuating exponential trend.

Συγγραφείς: Quintino, Felipe S.¹ (AUTHOR) felipe.quintino@unb.br, Medino, Ary V.² (AUTHOR), Dorea, Chang C. Y.² (AUTHOR)

Πηγή: Communications in Statistics: Simulation & Computation. 2025, Vol. 54 Issue 4, p1161-1174. 14p.

Θεματικοί όροι: ORNSTEIN-Uhlenbeck process, LANGEVIN equations, LEVY processes, OSCILLATIONS, NOISE

Trajectory fitting estimation for integrated Ornstein-Uhlenbeck process driven by Lévy process.

Συγγραφείς: Zhang, Xuekang¹ (AUTHOR) xkzhang@ahpu.edu.cn, Wu, Xiaotai¹ (AUTHOR)

Πηγή: Communications in Statistics: Theory & Methods. 2025, Vol. 54 Issue 9, p2565-2577. 13p.

Θεματικοί όροι: *CONTINUOUS processing, LAW of large numbers, ORNSTEIN-Uhlenbeck process, LEVY processes, ASYMPTOTIC distribution, STOCHASTIC integrals

Stochastic HIV dynamics with differential susceptibility: Impact of Ornstein–Uhlenbeck process and extinction threshold analysis.

Συγγραφείς: Liu, Songnan^1,2 (AUTHOR), Xu, Xiaojie² (AUTHOR), Shi, Zhenfeng³ (AUTHOR) shizhenfeng95@163.com

Πηγή: International Journal of Biomathematics. Sep2025, p1. 40p.

Θεματικοί όροι: *ORNSTEIN-Uhlenbeck process, *HIV infection transmission, *LYAPUNOV functions, *STOCHASTIC models, *DISEASE susceptibility, *PROBABILITY density function, *PUBLIC health

A Fractional Process with Jumps for Modeling Karstic Spring Discharge Data.

Συγγραφείς: Boros, Dániel^1,2 (AUTHOR), Borbás, Edit^1,2 (AUTHOR), Darougi, Amina^1,2,3 (AUTHOR), Kovács, József^1,3 (AUTHOR), Márkus, László^1,2 (AUTHOR) laszlo.markus@ttk.elte.hu

Πηγή: Mathematics (2227-7390). Sep2025, Vol. 13 Issue 18, p2928. 24p.

Θεματικοί όροι: *ORNSTEIN-Uhlenbeck process, *GOODNESS-of-fit tests, *KARST, *JUMP processes, *FRACTIONAL calculus, *COMPUTER simulation, *HYDROLOGICAL databases, FRACTAL dimensions

Γεωγραφικοί όροι: HUNGARY

Learning stochastic processes with intrinsic noise from cross-sectional biological data.

Συγγραφείς: Maddu, Suryanarayana¹ smaddu@flatironinstitute.org, Chardès, Victor¹ vchardes@flatironinstitute.org, Shelley, Michael J.^1,2

Πηγή: Proceedings of the National Academy of Sciences of the United States of America. 9/16/2025, Vol. 122 Issue 37, p1-12. 12p.

Θεματικοί όροι: *STOCHASTIC processes, *ORNSTEIN-Uhlenbeck process, *CELL differentiation, *BIOLOGICAL databases, *COMPUTATIONAL biology, *PARAMETER estimation

TRANSFORMATION OF MEASURE FOR DIFFUSIONS WITH DISCONTINUOUS DRIFT.

Συγγραφείς: Borodin, A. N.¹ (AUTHOR) borodin@pdmi.ras.ru

Πηγή: Journal of Mathematical Sciences. Sep2025, Vol. 293 Issue 1, p48-55. 8p.

Θεματικοί όροι: *ORNSTEIN-Uhlenbeck process, *MEASURE theory, *MATHEMATICAL models, *DISCONTINUOUS functions, *DIFFUSION kinetics

Dickman type stochastic processes with short- and long- range dependence.

Συγγραφείς: Grahovac, Danijel¹ (AUTHOR), Kovtun, Anastasiia² (AUTHOR), Leonenko, Nikolai N.² (AUTHOR) leonenkon@cardiff.ac.uk, Pepelyshev, Andrey² (AUTHOR)

Πηγή: Stochastics: An International Journal of Probability & Stochastic Processes. Sep2025, Vol. 97 Issue 6, p722-743. 22p.

Θεματικοί όροι: *STOCHASTIC processes, *ORNSTEIN-Uhlenbeck process, *DISTRIBUTION (Probability theory), *MARGINAL distributions, *POISSON processes, *STATISTICAL correlation, *COMPUTER simulation

Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process.

Συγγραφείς: Tanaka, Katsuto¹ (AUTHOR), Xiao, Weilin² (AUTHOR), Yu, Jun³ (AUTHOR) junyu@um.edu.mo

Πηγή: Journal of Time Series Analysis. Sep2025, Vol. 46 Issue 5, p997-1023. 27p.

Θεματικοί όροι: *LEAST squares, *ORNSTEIN-Uhlenbeck process, *AUTOCORRELATION (Statistics), *STOCK market bubbles, *STATISTICAL hypothesis testing