6533b830fe1ef96bd1296ee9

RESEARCH PRODUCT

The Ornstein-Uhlenbeck Process

Reinhard MahnkeJevgenijs KaupužsIhor Lubashevsky

subject

PhysicsEconophysicsStochastic processOrnstein–Uhlenbeck processStatistical physicshttps://doi.org/10.1002/9783527626090.ch8