Laplace and the origin of the Ornstein-Uhlenbeck process (Q1815790)

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Laplace and the origin of the Ornstein-Uhlenbeck process
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    Laplace and the origin of the Ornstein-Uhlenbeck process (English)
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    2 August 2001
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    Bernoulli-Laplace urn model
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    diffusion process
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    Fokker-Planck equation
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    Hermite polynomials
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    weak convergence
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