BOOK-CHAPTER
Ornstein–Uhlenbeck Processes and Extensions
Keywords:
Stochastic differential equation Mathematics Brownian motion Stochastic process Ornstein–Uhlenbeck process Class (philosophy) Applied mathematics Representation (politics) Gaussian Autoregressive model Mathematical economics Statistical physics Pure mathematics Econometrics Computer science Statistics Artificial intelligence Physics
Metrics
91
Cited By
15.15
FWCI (Field Weighted Citation Impact)
69
Refs
0.99
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Complex Systems and Time Series Analysis
Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
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