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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 wikiPageExternalLink interactive-stochastic-processes.
- Ornstein–Uhlenbeck_process wikiPageExternalLink papers.cfm?abstract_id=1109160.
- Ornstein–Uhlenbeck_process wikiPageExternalLink MLE_for_OR_mean_reverting.pdf.
- Ornstein–Uhlenbeck_process wikiPageExternalLink calibrating-the-ornstein-uhlenbeck-model.
- Ornstein–Uhlenbeck_process wikiPageExternalLink 132.
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- Ornstein–Uhlenbeck_process wikiPageRevisionID "708398301".
- Ornstein–Uhlenbeck_process wikiPageWikiLink Almost_surely.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Annals_of_Mathematics.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Autoregressive_model.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Brownian_motion.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Category:Stochastic_differential_equations.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Category:Stochastic_processes.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Category:Variants_of_random_walks.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Covariance_function.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Discrete_time_and_continuous_time.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Einstein_relation_(kinetic_theory).
- Ornstein–Uhlenbeck_process wikiPageWikiLink Equipartition_theorem.
- Ornstein–Uhlenbeck_process wikiPageWikiLink File:OrnsteinUhlenbeck4.png.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Fokker–Planck_equation.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Gaussian_noise.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Gaussian_process.
- Ornstein–Uhlenbeck_process wikiPageWikiLink George_Uhlenbeck.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Hookes_law.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Interest_rate.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Itô_isometry.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Langevin_equation.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Leonard_Ornstein.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Lévy_process.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Markov_process.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Mean_reversion_(finance).
- Ornstein–Uhlenbeck_process wikiPageWikiLink Moment_(mathematics).
- Ornstein–Uhlenbeck_process wikiPageWikiLink Neil_Shephard.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Normal_distribution.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Ole_Barndorff-Nielsen.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Pairs_trade.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Physical_Review.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Pink_noise.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Probability_distribution.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Random_walk.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Relaxation_(physics).
- Ornstein–Uhlenbeck_process wikiPageWikiLink Scaling_limit.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Short-rate_model.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Stationary_process.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Stochastic_differential_equation.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Stochastic_process.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Temperature.
- Ornstein–Uhlenbeck_process wikiPageWikiLink The_Journal_of_Finance.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Variance.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Variation_of_parameters.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Vasicek_model.
- Ornstein–Uhlenbeck_process wikiPageWikiLink Wiener_process.
- Ornstein–Uhlenbeck_process wikiPageWikiLinkText "Ornstein–Uhlenbeck process".
- Ornstein–Uhlenbeck_process wikiPageWikiLinkText "Ornstein-Uhlenbeck".
- Ornstein–Uhlenbeck_process wikiPageWikiLinkText "Ornstein–Uhlenbeck process".
- Ornstein–Uhlenbeck_process wikiPageWikiLinkText "Ornstein–Uhlenbeck stochastic process".
- Ornstein–Uhlenbeck_process wikiPageWikiLinkText "Ornstein–Uhlenbeck".
- Ornstein–Uhlenbeck_process wikiPageWikiLinkText "mean-reverting process".
- Ornstein–Uhlenbeck_process date "July 2011".
- Ornstein–Uhlenbeck_process reason "how is this different".
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Citation_needed.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Cite_book.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Cite_journal.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Cite_web.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Clarify.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Distinguish.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Empty_section.
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- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Reflist.
- Ornstein–Uhlenbeck_process wikiPageUsesTemplate Template:Stochastic_processes.
- 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 hypernym Process.
- Ornstein–Uhlenbeck_process type Election.
- Ornstein–Uhlenbeck_process type Type.
- Ornstein–Uhlenbeck_process type Process.
- Ornstein–Uhlenbeck_process type Redirect.
- Ornstein–Uhlenbeck_process type Type.
- Ornstein–Uhlenbeck_process type Variant.
- Ornstein–Uhlenbeck_process type Thing.
- 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 process".
- Ornstein–Uhlenbeck_process differentFrom Ornstein–Uhlenbeck_operator.
- Ornstein–Uhlenbeck_process sameAs Q1757587.
- Ornstein–Uhlenbeck_process sameAs Ornstein-Uhlenbeck-Prozess.
- Ornstein–Uhlenbeck_process sameAs Processus_dOrnstein-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 m.06t3pm.
- Ornstein–Uhlenbeck_process sameAs Q1757587.
- Ornstein–Uhlenbeck_process wasDerivedFrom Ornstein–Uhlenbeck_process?oldid=708398301.
- Ornstein–Uhlenbeck_process isPrimaryTopicOf Ornstein–Uhlenbeck_process.