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The discrete uhlenbeck–ornstein process - MaRDI portal

The discrete uhlenbeck–ornstein process (Q3771364)

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The discrete uhlenbeck–ornstein process
scientific article

    Statements

    title
    The discrete uhlenbeck–ornstein process (English)
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    author
    Renshaw, Eric
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    publication date
    1987
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    zbMATH Keywords
    correlated random walk
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    velocity
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    friction
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    Ornstein-Uhlenbeck processes in discrete state space
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    Identifiers

    DOI
    10.2307/3214215
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    zbMATH DE Number
    4030660
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    OpenAlex ID
    W4252878329
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