Three-factor mean reverting Ornstein-Uhlenbeck process with stochastic drift term innovations: Nonlinear autoregressive approach with dependent error
P Nabati, A Hajrajabi - Filomat, 2022 - doiserbia.nb.rs
This paper introduces a novel approach, withen the context of energy market, by employing
a three-factor mean reverting Ornstein-Uhlenbeck process with a stochastic nonlinear …
a three-factor mean reverting Ornstein-Uhlenbeck process with a stochastic nonlinear …
A simulation study of the COVID-19 pandemic based on the Ornstein-Uhlenbeck processes
P Nabati - Computational Methods for Differential Equations, 2022 - cmde.tabrizu.ac.ir
The rapid spread of coronavirus disease (COVID-19) has increased the attention to the
mathematical modeling of spreading the disease in the world. The behavior of spreading is …
mathematical modeling of spreading the disease in the world. The behavior of spreading is …