Laplace and the origin of the Ornstein-Uhlenbeck process (Q1815790)
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scientific article; zbMATH DE number 947104
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| English | Laplace and the origin of the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 947104 |
Statements
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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0.88896525
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0.86978066
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