Chapman-Enskog-Hilbert Expansion for the Ornstein-Uhlenbeck Process and the Approximation of Brownian Motion
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Publication:5678273
DOI10.2307/1996873zbMath0262.60058MaRDI QIDQ5678273
Publication date: 1974
Full work available at URL: https://doi.org/10.2307/1996873
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60J60: Diffusion processes
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