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Ornstein-Uhlenbeck process. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Ornstein-Uhlenbeck_process&oldid=48070
Ornstein-Uhlenbeck process. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Ornstein-Uhlenbeck_process&oldid=48070
This article was adapted from an original article by A.M. Yaglom (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article