Laplace and the origin of the Ornstein-Uhlenbeck process
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Publication:1815790
DOI10.2307/3318524zbMath0965.60067MaRDI QIDQ1815790
Publication date: 2 August 2001
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1178291723
weak convergence; Fokker-Planck equation; diffusion process; Hermite polynomials; Bernoulli-Laplace urn model
60J60: Diffusion processes
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