Statistical properties of a discrete version of the Ornstein-Uhlenbeck process

Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 69, Issue 2 2, 2004, Pages

  Larralde, Hernán ^a  

^a INSTITUTO DE CIENCIAS FÍSICAS   (Mexico)

Author keywords

[No Author keywords available]

Indexed keywords

CONTINUUM MECHANICS; CONVERGENCE OF NUMERICAL METHODS; DIFFUSION; EQUATIONS OF MOTION; FOURIER TRANSFORMS; FRACTALS; FUNCTIONS; HARMONIC ANALYSIS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; STATISTICAL METHODS;

GAUSSIAN PROCESSES; HARMONIC POTENTIAL; RANDOM WALKS; VARIABLES;

RANDOM PROCESSES;

EID: 37649031682     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.69.027102     Document Type: Article

References (12)

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