JOURNAL ARTICLE

Ornstein–Uhlenbeck process, Cauchy process, and Ornstein–Uhlenbeck–Cauchy process on a circle

Cheng-shi Liu

Year: 2013 Journal:   Applied Mathematics Letters Vol: 26 (9)Pages: 957-962   Publisher: Elsevier BV
Keywords:
Ornstein–Uhlenbeck process Mathematics Process (computing) Cauchy distribution Simple (philosophy) Mathematical analysis Cauchy problem Cauchy's convergence test Stable process Initial value problem Cauchy boundary condition Stochastic process Statistics

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5
Cited By
0.14
FWCI (Field Weighted Citation Impact)
12
Refs
0.58
Citation Normalized Percentile
Is in top 1%
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Citation History

Topics

Diffusion and Search Dynamics
Life Sciences →  Biochemistry, Genetics and Molecular Biology →  Molecular Biology
stochastic dynamics and bifurcation
Physical Sciences →  Physics and Astronomy →  Statistical and Nonlinear Physics
Advanced Thermodynamics and Statistical Mechanics
Physical Sciences →  Physics and Astronomy →  Statistical and Nonlinear Physics

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