In mathematics, the Ornstein–Uhlenbeck process is a stochastic process with applications in financial mathematics and the physical sciences. Its original...

Ornstein–Uhlenbeck may refer to: Ornstein–Uhlenbeck operator Ornstein–Uhlenbeck process This disambiguation page lists articles associated with the title...

If the process is stationary, the covariance function depends only on x − x ′ {\displaystyle x-x'} . For example, the Ornstein–Uhlenbeck process is stationary...

Brownian motion, reflected Brownian motion and Ornstein–Uhlenbeck processes are examples of diffusion processes. It is used heavily in statistical physics...

professor and member of the institute. Uhlenbeck developed the physical theory of the Ornstein-Uhlenbeck process.[citation needed] He retired in 1971,...

Ornstein–Zernike equation and the Ornstein–Uhlenbeck process Michael Marisi Ornstein (b. 1963), American actor Norman J. Ornstein (born 1948), American political...

The AR(1) model is the discrete-time analogy of the continuous Ornstein-Uhlenbeck process. It is therefore sometimes useful to understand the properties...

Boltzmann distribution is the unique equilibrium. The Ornstein–Uhlenbeck process is a process defined as d X t = − a X t d t + σ d W t . {\displaystyle...

Markov processes. A stationary Gauss–Markov process is unique[citation needed] up to rescaling; such a process is also known as an Ornstein–Uhlenbeck process...

an Ornstein–Uhlenbeck_process. The CIR model describes the instantaneous interest rate r t {\displaystyle r_{t}} with a Feller square-root process, whose...