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Exact solution for the anisotropic Ornstein-Uhlenbeck process - MaRDI portal

Exact solution for the anisotropic Ornstein-Uhlenbeck process (Q2668281)

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Exact solution for the anisotropic Ornstein-Uhlenbeck process
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    Exact solution for the anisotropic Ornstein-Uhlenbeck process (English)
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    3 March 2022
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    Ornstein-Uhlenbeck process
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    modified Fürth equation
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    anisotropic persistent random walk
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