Time evolution of the PSD in crystallization operations: An analytical solution based on Ornstein-Uhlenbeck process

AIChE Journal ◽  
2012 ◽  
Vol 58 (12) ◽  
pp. 3731-3739 ◽  
Author(s):  
Giuseppe Cogoni ◽  
Massimiliano Grosso ◽  
Roberto Baratti ◽  
Jose A. Romagnoli
Keyword(s):  
Analytical Solution ◽  
Time Evolution ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process

scholarly journals Generalized Ornstein–Uhlenbeck process by Doob’s theorem and the time evolution of financial prices

2013 ◽  
Vol 392 (7) ◽  
pp. 1671-1680 ◽  
Author(s):  
Regina C.B. da Fonseca ◽  
Annibal Figueiredo ◽  
Márcio T. de Castro ◽  
Fábio M. Mendes
Keyword(s):  
Time Evolution ◽  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process ◽  
Financial Prices

scholarly journals Time-changed fractional Ornstein-Uhlenbeck process

2020 ◽  
Vol 23 (2) ◽  
pp. 450-483 ◽  
Author(s):  
Giacomo Ascione ◽  
Yuliya Mishura ◽  
Enrica Pirozzi
Keyword(s):  
Planck Equation ◽  
Uhlenbeck Process ◽  
Fokker Planck Equation ◽  
Ornstein Uhlenbeck Process ◽  
Fokker Planck

AbstractWe define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the density is shown. We also provide a generalized Fokker-Planck equation for the density of the process.

scholarly journals Using the Ornstein–Uhlenbeck process to model the evolution of interacting populations

2017 ◽  
Vol 429 ◽  
pp. 35-45 ◽  
Author(s):  
Krzysztof Bartoszek ◽  
Sylvain Glémin ◽  
Ingemar Kaj ◽  
Martin Lascoux
Keyword(s):  
Uhlenbeck Process ◽  
Interacting Populations ◽  
Ornstein Uhlenbeck Process

On the reflected Ornstein–Uhlenbeck process with catastrophes

2012 ◽  
Vol 218 (23) ◽  
pp. 11570-11582 ◽  
Author(s):  
V. Giorno ◽  
A.G. Nobile ◽  
R. di Cesare
Keyword(s):  
Uhlenbeck Process ◽  
Ornstein Uhlenbeck Process
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