Chapman-Enskog-Hilbert Expansion for the Ornstein-Uhlenbeck Process and the Approximation of Brownian Motion
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Publication:5678273
DOI10.2307/1996873zbMath0262.60058OpenAlexW4239185873MaRDI QIDQ5678273
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1996873
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)
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