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JOURNAL ARTICLE
二参数Ornstein-Uhlenbeck过程的转移概率及预测
梓坤 王
Year:
1986
Journal:
Chinese Science Bulletin (Chinese Version)
Vol:
31 (23)
Pages:
1761-1764
Publisher:
Science China Press
DOI:
10.1360/csb1986-31-23-1761
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Keywords:
Ornstein–Uhlenbeck process
Mathematics
Statistics
Stochastic process
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