Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process (Q2114279)
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scientific article; zbMATH DE number 7489611
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7489611 |
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Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process (English)
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15 March 2022
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multivariate Ornstein-Uhlenbeck process
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multivariate normal distribution
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Fokker-Planck equation
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\(n\)-dimensional Fourier transform
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