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bn:01475224n
Noun Named Entity
Categories: Markov processes, Variants of random walks, Stochastic differential equations
EN
Ornstein–Uhlenbeck process  Mean-reverting process  Mean reverting process  Ornstein-Uhlenbeck process  Ornstein-Uhlenbeck processes
EN
In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Wikipedia
Definitions
Relations
Sources
EN
In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Wikipedia
Stochastic process with applications in financial mathematics and the physical sciences Wikidata
IS A
stochastic process
DIFFERENT FROM
Ornstein–Uhlenbeck operator
HAS QUALITY
mean reversion
NAMED AFTER
George Uhlenbeck
Leonard Ornstein
Wikipedia
EN
Ornstein–Uhlenbeck process
Wikidata
EN
Ornstein–Uhlenbeck process
Wikipedia Redirections
EN
Mean-reverting process, Mean reverting process, Ornstein-Uhlenbeck process, Ornstein-Uhlenbeck processes, Ornstein Uhlenbeck Process, Ornstein–Uhlenbeck processes, OU process, Uhlenbeck-Ornstein process
Wikidata Alias
EN
Ornstein-Uhlenbeck process

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