BOOK-CHAPTER
Ornstein–Uhlenbeck Process: The Free Gaussian Theory
Year: 2020 Lecture notes in physics Pages: 69-75 Publisher: Springer Science+Business Media
Keywords:
Ornstein–Uhlenbeck process Propagator Stochastic differential equation Gaussian Physics Gaussian process Statistical physics Stochastic process Applied mathematics Mathematical analysis Mathematical physics Mathematics Quantum mechanics
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Probabilistic and Robust Engineering Design
Social Sciences → Decision Sciences → Statistics, Probability and Uncertainty
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