Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing-Reference-Cited by-同舟云学术

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Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing

Published:1986-10 Issue:1 Volume:23 Page:153-167
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Baldi Paolo

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference10 articles.

1. Behaviour of diffusion semi-groups at infinity;Azencott;Bull. Soc. Math. France,1974

2. Destabilisation of local minima;Baldi,1984

3. Partial Differential Equations of Parabolic type;Friedman,1964

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Functional Law for the Anticipating Ornstein-Uhlenbeck Process;Acta Applicandae Mathematicae;2008-08-21

2. An ordinary differential equation technique for continuous-time parameter estimation;IEEE Transactions on Automatic Control;1993-04

3. Stochastic Optimization and the Gambler's Ruin Problem;Journal of Computational and Graphical Statistics;1992-12

4. Mixture decomposition via the simulated annealing algorithm;Applied Stochastic Models and Data Analysis;1991-12

5. Continuous Time Parameter Estimation: Analysis Via a Limiting Ordinary Differential Equation;Advances in Aeronautical Systems;1990

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