The discrete uhlenbeck–ornstein process (Q3771364)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discrete uhlenbeck–ornstein process |
scientific article |
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The discrete uhlenbeck–ornstein process (English)
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1987
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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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