On the ornstein—uhlenbeck process (Q4840919)
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scientific article; zbMATH DE number 781043
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the ornstein—uhlenbeck process |
scientific article; zbMATH DE number 781043 |
Statements
On the ornstein—uhlenbeck process (English)
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14 November 1995
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Dirichlet forms
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Ornstein-Uhlenbeck process
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forward and backward martingales
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large deviations
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0.8134534358978271
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0.8018681406974792
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0.7990875244140625
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0.7929178476333618
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