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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    title
    Laplace and the origin of the Ornstein-Uhlenbeck process (English)
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    DOI
    10.2307/3318524
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    author
    Martin Jacobsen
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    published in
    Bernoulli
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    publication date
    2 August 2001
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    zbMATH DE Number
    947104
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    zbMATH Keywords
    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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    OpenAlex ID
    W4238961519
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