Laplace and the origin of the Ornstein-Uhlenbeck process (Q1815790)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Laplace and the origin of the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 947104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Laplace and the origin of the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 947104 |
Statements
Laplace and the origin of the Ornstein-Uhlenbeck process (English)
0 references
2 August 2001
0 references
Bernoulli-Laplace urn model
0 references
diffusion process
0 references
Fokker-Planck equation
0 references
Hermite polynomials
0 references
weak convergence
0 references
0.88896525
0 references
0 references
0.86978066
0 references
