Laplace and the origin of the Ornstein-Uhlenbeck process

Bernoulli

Volumn 2, Issue 3, 1996, Pages 271-286

  Jacobsen, Martin ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Bernoulli Laplace urn model; Diffusion process; Fokke Planck equation; Hermite polynomials; Weak convergence

Indexed keywords

EID: 0000270019     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1178291723     Document Type: Article

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