Reinhard Mahnke, J. Kaupužs, Ihor Lubashevsky
Abstract
This chapter contains sections titled: Definitions and Properties The Ornstein–Uhlenbeck Process and its Solution The Ornstein–Uhlenbeck Process with Linear Potential The Exponential Ornstein–Uhlenbeck Process Outlook on Econophysics Exercises
OpenAlex reports 4 citations for this work. Citation counts describe recorded attention and do not establish research quality.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
This chapter contains sections titled: Definitions and Properties The Ornstein–Uhlenbeck Process and its Solution The Ornstein–Uhlenbeck Process with Linear Potential The Exponential Ornstein–Uhlenbeck Process Outlook on Econophysics Exercises
Key concepts: Ornstein–Uhlenbeck process, Statistical physics, Exponential function, Process (computing), Mathematics, Stochastic process, Physics, Computer science