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- Ornstein–Uhlenbeck_process abstract "In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive Brownian particle under the influence of friction. The process is stationary, Gaussian, and Markovian, and is the only nontrivial process that satisfies these three conditions, up to allowing linear transformations of the space and time variables. Over time, the process tends to drift towards its long-term mean: such a process is called mean-reverting.The process can be considered to be a modification of the random walk in continuous time, or Wiener process, in which the properties of the process have been changed so that there is a tendency of the walk to move back towards a central location, with a greater attraction when the process is further away from the centre. The Ornstein–Uhlenbeck process can also be considered as the continuous-time analogue of the discrete-time AR(1) process.".
- Ornstein–Uhlenbeck_process wikiPageID "2183186".
- Ornstein–Uhlenbeck_process wikiPageRevisionID "598889962".
- Ornstein–Uhlenbeck_process date "July 2011".
- Ornstein–Uhlenbeck_process reason "how is this different".
- Ornstein–Uhlenbeck_process subject Category:Stochastic_differential_equations.
- Ornstein–Uhlenbeck_process subject Category:Stochastic_processes.
- Ornstein–Uhlenbeck_process subject Category:Variants_of_random_walks.
- Ornstein–Uhlenbeck_process comment "In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive Brownian particle under the influence of friction. The process is stationary, Gaussian, and Markovian, and is the only nontrivial process that satisfies these three conditions, up to allowing linear transformations of the space and time variables.".
- Ornstein–Uhlenbeck_process label "Ornstein-Uhlenbeck-Prozess".
- Ornstein–Uhlenbeck_process label "Ornstein-Uhlenbeckproces".
- Ornstein–Uhlenbeck_process label "Ornstein–Uhlenbeck process".
- Ornstein–Uhlenbeck_process label "Processo Ornstein–Uhlenbeck".
- Ornstein–Uhlenbeck_process label "Processus d'Ornstein-Uhlenbeck".
- Ornstein–Uhlenbeck_process label "オルンシュタイン＝ウーレンベック過程".
- Ornstein–Uhlenbeck_process sameAs Ornstein%E2%80%93Uhlenbeck_process.
- Ornstein–Uhlenbeck_process sameAs Ornstein-Uhlenbeck-Prozess.
- Ornstein–Uhlenbeck_process sameAs Processus_d'Ornstein-Uhlenbeck.
- Ornstein–Uhlenbeck_process sameAs オルンシュタイン＝ウーレンベック過程.
- Ornstein–Uhlenbeck_process sameAs Ornstein-Uhlenbeckproces.
- Ornstein–Uhlenbeck_process sameAs Processo_Ornstein–Uhlenbeck.
- Ornstein–Uhlenbeck_process sameAs Q1757587.
- Ornstein–Uhlenbeck_process sameAs Q1757587.
- Ornstein–Uhlenbeck_process wasDerivedFrom Ornstein–Uhlenbeck_process?oldid=598889962.