Laplace and the origin of the Ornstein-Uhlenbeck process (Q1815790): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 05:45, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Laplace and the origin of the Ornstein-Uhlenbeck process |
scientific article |
Statements
Laplace and the origin of the Ornstein-Uhlenbeck process (English)
0 references
2 August 2001
0 references
Bernoulli-Laplace urn model
0 references
diffusion process
0 references
Fokker-Planck equation
0 references
Hermite polynomials
0 references
weak convergence
0 references