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Methods for modeling the Ornstein-Uhlenbeck process - MaRDI portal

Methods for modeling the Ornstein-Uhlenbeck process (Q5135987)

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scientific article; zbMATH DE number 7277699
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Methods for modeling the Ornstein-Uhlenbeck process
scientific article; zbMATH DE number 7277699

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    Methods for modeling the Ornstein-Uhlenbeck process (English)
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    24 November 2020
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    Ornstein-Uhlenbeck process
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    modeling with given accuracy and reliability
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    Gaussian process
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    Fourier series
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