Ornstein–Uhlenbeck process

stochastic process with applications in financial mathematics and the physical sciences
rdfs:label
"Ornstein–Uhlenbeck process"@en
skos:altLabel
"Ornstein-Uhlenbeck process"@en
schema:description
"stochastic process with applications in financial mathematics and the physical sciences"@en
schema:dateModified "2026-09-07T13:26:41+00:00"^^xsd:dateTime
schema:version 2541697176
wikibase:identifiers 5
wikibase:sitelinks 14
wikibase:statements 13
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p:direct-normalized/P6366 <https://makg.org/entity/31634936>
wdt:P10283 "C31634936"
wdt:P138 George Uhlenbeck
Leonard Ornstein
wdt:P1417 "topic/Ornstein-Uhlenbeck-process"
wdt:P1552 mean reversion
wdt:P18 <http://commons.wikimedia.org/wiki/Special:FilePath/Ornstein-Uhlenbeck-trace.svg>
wdt:P1889 Ornstein–Uhlenbeck operator
wdt:P31 stochastic process
mathematical concept
wdt:P373 "Ornstein-Uhlenbeck process"
wdt:P3827 "ornstein-uhlenbeck-process"
wdt:P6366 "31634936"
wdt:P646 "/m/06t3pm"
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