The rise of electric vehicles (EVs) is unstoppable due to factors such as the decreasing cost
of batteries and various policy decisions. These vehicles need to be charged and will …

Abstract The Ornstein–Uhlenbeck process with reflection, which has been the subject of an
enormous body of literature, both theoretical and applied, is a process that returns …

In this article, we investigate the parameter estimation problem for reflected Ornstein–
Uhlenbeck processes with mean reversion. Both estimates based on either continuously or …

Abstract We study the Nadaraya-Watson estimators for the drift function of two-sided
reflected stochastic differential equations. The estimates, based on either the continuously …

Abstract Reflected Ornstein–Uhlenbeck process is a process that returns continuously and
immediately to the interior of the state space when it attains a certain boundary. This work …

We study a skew Ornstein–Uhlenbeck process with zero being a sticky reflecting boundary,
which is defined as the weak solution to a stochastic differential equation (SDE) system …

In this paper, we study the asymptotic properties of drift parameter estimations in reflected
Ornstein–Uhlenbeck process, and establish their moderate deviations in both cases with …

This thesis is dedicated to describe, predict and prevent system failures. It consists of four
issues: i) stochastic degradation modeling, ii) prognosis of system failures, iii) failure level …

In this paper we explore the first passage times of constant-elasticity-of-variance (CEV)
processes with two-sided reflecting barriers. The explicit Laplace transforms of the first …

Motivated by the close connection between the skew Brownian motion and the random
particle motion in heterogeneous media, we investigate the reflected skew Brownian motion …