Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process
type: Item
instance of: scholarly article
title: Alternative way to derive the distribution of the multivariate Ornstein-Uhlenbeck process
zbMATH Open document ID: 1485.60078
author: P. Vatiwutipong
author: Nattakorn Phewchean
published in: Advances in Difference Equations
publication date: 2022-03-15T00:00:00Z
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 35Q84
zbMATH DE Number: 7489611
zbMATH Keywords: multivariate Ornstein-Uhlenbeck process
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: \(n\)-dimensional Fourier transform
MaRDI profile type: Publication
full work available at URL: s13662-019-2214-1
OpenAlex ID: W2957292769
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Wikidata QID: Q127539116
DOI: 10.1186/S13662-019-2214-1
description: scientific article; zbMATH DE number 7489611