The misconception of mean-reversion (Q2911003)
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scientific article; zbMATH DE number 6081367
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The misconception of mean-reversion |
scientific article; zbMATH DE number 6081367 |
Statements
The misconception of mean-reversion (English)
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12 September 2012
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Ornstein-Uhlenbeck process
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economics and finance
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Langevin stochastic differential equation
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Fokker-Planck equation
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Langevin dynamics
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diffusion dynamics
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