On the Generalized Ornstein-Ulenbeck Process

Details On the Generalized Ornstein-Ulenbeck Process On the Generalized Ornstein-Ulenbeck Process

Feb 2004

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2004r%26qe...47..145s&link_type=abstract

Radiophysics and Quantum Electronics, vol. 47, issue 2, pp. 145-148

Physics

1

Scientific paper

The model generalized Ornstein-Ulenbeck process is developed on the basis of the anomalous-diffusion nature of random walk. Asymptotics of the basic statistical characteristics of this process are found. It is shown that the asymptotics are governed by the classical or anomalous diffusion laws if the central limit theorem is fulfilled or violated, respectively.

Affiliated with

Also associated with

No associations

Rating

On the Generalized Ornstein-Ulenbeck Process does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with On the Generalized Ornstein-Ulenbeck Process, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and On the Generalized Ornstein-Ulenbeck Process will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-1836475