Ornstein–Uhlenbeck may refer to:
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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. ...
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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 ...
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