A Haar-like construction for the Ornstein Uhlenbeck process (Q944969)
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scientific article
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| English | A Haar-like construction for the Ornstein Uhlenbeck process |
scientific article |
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A Haar-like construction for the Ornstein Uhlenbeck process (English)
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10 September 2008
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Ornstein-Uhlenbeck process
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Brownian motion
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Haar basis
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0.9055569
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0.90041304
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0.8933653
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0.8912613
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0.8883375
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