scientific article; zbMATH DE number 6458603

MaRDI QIDQ5262362zbMATH OpenFDO

Authors George Papanicolaou, S. R. S. Varadhan

Publication date 13 July 2015

Mathematics Subject Classification ID

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

Cited in

(8)

• Limit set of inhomogeneous Ornstein-Uhlenbeck processes, destabilization and annealing
• Derivation of an Ornstein-Uhlenbeck process for a massive particle in a rarified gas of particles
• The Ornstein–Uhlenbeck equation as a limiting case of a successive interactions model
• The discrete uhlenbeck–ornstein process
• scientific article; zbMATH DE number 775169 (Why is no real title available?)
• scientific article; zbMATH DE number 7070796 (Why is no real title available?)
• Homogenization of Ornstein-Uhlenbeck process in random environment
• Perturbation theory for a stochastic process with Ornstein-Uhlenbeck noise

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