Ornstein–Uhlenbeck process
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stochastic process with applications in financial mathematics and the physical sciences
In the Vinony graph
Vinony's link graph records 224 inbound references to Ornstein–Uhlenbeck process, and connects out to martingale, Markov chain and stochastic process.
It is catalogued under topics including Markov processes, Stochastic differential equations and Variants of random walks.
Vinony links it to 13 Wikipedia language editions.
Wikidata facts
- Named after
- George Uhlenbeck
- Image
- Ornstein-Uhlenbeck-trace.svg
Show 1 more fact
- Commons category
- Ornstein-Uhlenbeck process
via Wikidata · CC0
Connections
martingale
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Markov chain
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stochastic process
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time series
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random walk
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queueing theory
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Poisson process
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stochastic calculus
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autoregressive model
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càdlàg function
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Itō calculus
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optional stopping theorem
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filtration
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quadratic variation
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renewal theory
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statistics
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temperature
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International Standard Book Number
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digital object identifier
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International Standard Serial Number
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