Ornstein-Uhlenbeck process

Ornstein-Uhlenbeck process
French\ \ processus de Ornstein-Uhlenbeck
German\ \ Ornstein-Uhlenbeck-Prozeß
Dutch\ \ Ornstein-Uhlenbeck-proces
Italian\ \ processo di Ornstein-Uhlenbeck
Spanish\ \ proceso de Ornstein-Uhlenbeck
Catalan\ \ proces d'Ornstein-Uhlenbeck
Portuguese\ \ processo de Ornstein-Uhlenbeck
Romanian\ \ -
Danish\ \ Ornstein-Uhlenbeck proces
Norwegian\ \ Ornstein-Uhlenbeck prosess
Swedish\ \ Ornstein-Uhlenbeckprocess
Greek\ \ διαδικασία Ornstein-Uhlenbeck
Finnish\ \ Ornsteinin-Uhlenbeckin-prosessi
Hungarian\ \ Ornstein-Uhlenbeck-folyamat
Turkish\ \ Ornstein-Uhlenbeck süreci (prosesi)
Estonian\ \ Ornstein-Uhlenbecki protsess
Lithuanian\ \ Ornstein ir Uhlenbeck procesas; Ornsteino ir Ulenbeko procesas
Slovenian\ \ Ornstein-Uhlenbeckova proces
Polish\ \ proces Ornsteina-Uhlenbecka
Russian\ \ процесс Орнстейна-Уленбека
Ukrainian\ \ -
Serbian\ \ -
Icelandic\ \ Ornstein-Uhlenbeck ferli
Euskara\ \ Ornstein-Uhlenbeck prozesua
Farsi\ \ f ray nde Ornstein-Uhlenbeck
Persian-Farsi\ \ فرايند اورنشتاين-اولن‌بک
Arabic\ \ عملية أورنستيرن - أوهلنبك
Afrikaans\ \ Ornstein-Uhlenbeck-proses
Chinese\ \ 奥 斯 坦 ― 乌 伦 伯 克 过 程
Korean\ \ 오른스타인-우렌벡 과정

Statistical terms. 2014.

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  • Ornstein–Uhlenbeck process — Not to be confused with Ornstein–Uhlenbeck operator. 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… …   Wikipedia

  • Ornstein–Uhlenbeck — Ornstein Uhlenbeck may refer to: Ornstein–Uhlenbeck operator Ornstein–Uhlenbeck process This disambiguation page lists articles associated with the same title. If an internal link led you here, you may …   Wikipedia

  • Ornstein–Uhlenbeck operator — Not to be confused with Ornstein–Uhlenbeck process. In mathematics, the Ornstein–Uhlenbeck operator can be thought of as a generalization of the Laplace operator to an infinite dimensional setting. The Ornstein–Uhlenbeck operator plays a… …   Wikipedia

  • Ornstein-Uhlenbeck-Prozess — Drei Pfade von unterschiedlichen Ornstein Uhlenbeck Prozessen mit σ=0.3, θ=1, μ=1.2: navy: Startwert a=0 (f. s.) olivgrün: Startwert a=2 (f. s.) rot: Startwert gezogen aus der stationären Verteilung des Prozesses. Der Ornstein Uhlenbeck …   Deutsch Wikipedia

  • Ornstein-Uhlenbeck — Modèle OUV Finance Modèle OUV (Ornstein, Uhlenbeck, Vasicek) est utilisé pour calculer les options sur taux. Mathématique Nommé après Leonard Salomon Ornstein et George Eugene Uhlenbeck et qui est aussi connu sous le nom de mean reverting process …   Wikipédia en Français

  • Processus d'Ornstein-Uhlenbeck — En mathématiques, le processus d Ornstein Uhlenbeck, nommé après Leonard Ornstein (en) et George Uhlenbeck et aussi connu sous le nom de mean reverting process, est un processus stochastique décrit par l équation différentielle stochastique… …   Wikipédia en Français

  • Modèle OUV (Ornstein, Uhlenbeck, Vasicek) — Modèle OUV Finance Modèle OUV (Ornstein, Uhlenbeck, Vasicek) est utilisé pour calculer les options sur taux. Mathématique Nommé après Leonard Salomon Ornstein et George Eugene Uhlenbeck et qui est aussi connu sous le nom de mean reverting process …   Wikipédia en Français

  • Ornstein — may refer to: Donald Samuel Ornstein Jonathan G. Ornstein Leo Ornstein Leonard Salomon Ornstein, known for the Ornstein–Zernike equation and the Ornstein–Uhlenbeck process Michael Marisi Ornstein Norman J. Ornstein Robert Ornstein Severo Ornstein …   Wikipedia

  • Leonard Ornstein — Infobox Scientist name = Leonard Ornstein box width = 250px |300px image width = 150px caption = Leonard Salomon Ornstein (1880 1941). birth date = November 12, 1880 birth place = Nijmegen, The Netherlands death date = May 20, 1941 death place =… …   Wikipedia

  • Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… …   Wikipedia

  • Gaussian process — A Gaussian process is a stochastic process which generates samples over time { X t } t ∈ T such that no matter which finite linear combination of the X t one takes (or, more generally, any linear functional of the sample function X t ), that… …   Wikipedia

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