scientific article; zbMATH DE number 6458603

zbMATH Open1316.60126MaRDI QIDQ5262362FDOQ5262362

Authors: George Papanicolaou, S. R. S. Varadhan 

Publication date: 13 July 2015

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

Cited In (8)

• Title not available (Why is that?)
• The Ornstein–Uhlenbeck equation as a limiting case of a successive interactions model
• Perturbation theory for a stochastic process with Ornstein-Uhlenbeck noise
• Homogenization of Ornstein-Uhlenbeck process in random environment
• Derivation of an Ornstein-Uhlenbeck process for a massive particle in a rarified gas of particles
• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
• The discrete uhlenbeck–ornstein process
• Title not available (Why is that?)

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