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Keyword: limit theorems
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2 papers
in total
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Limit theorems for reflected Ornstein‐Uhlenbeck processes
2014,
Mandjes Michel
This paper studies one‐dimensional Ornstein–Uhlenbeck (OU) processes,...
Confidence Regions for Stochastic Variational Inequalities
2013,
Lu Shu
The sample average approximation (SAA) method is a basic approach for solving...
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