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 …

A 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. It is an …

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 …

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. It is an …

In this paper, we investigate a sequential maximum likelihood estimator of the unknown drift
parameter for a class of reflected generalized Ornstein–Uhlenbeck processes driven by …

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 …

We analyze the transition probability density functions in the presence of a zero-flux
condition in the zero-state and their asymptotic behaviors for the Wiener, Ornstein …

We explore the first passage problem for sticky reflecting diffusion processes with double
exponential jumps. The joint Laplace transform of the first passage time to an upper level …

Stochastic dynamic models have been extensively used for the description of processes with
uncertainties arising in the operations research, behavioral sciences, and many other …

In this paper, we consider the one-sided and the two-sided first exit problem for a jump
diffusion process with semimartingale local time. Denote this process by X={X_ t, t ≥ 0\} X …