Ornstein–Uhlenbeck Processes
Ornstein–Uhlenbeck may refer to: * Ornstein–Uhlenbeck operator * Ornstein–Uhlenbeck process In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Its original application in physics was as a model for the velocity of a massive Brownian particle ... {{disambiguation ...
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Ornstein–Uhlenbeck Operator
Ornstein–Uhlenbeck may refer to: * Ornstein–Uhlenbeck operator * Ornstein–Uhlenbeck process In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Its original application in physics was as a model for the velocity of a massive Brownian particle ... {{disambiguation ...
[...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]