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Chapman-Enskog-Hilbert Expansion for the Ornstein-Uhlenbeck Process and the Approximation of Brownian Motion

✍ Scribed by Richard S. Ellis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Construction of the Brownian motion and

✍ E. JØrgensen 📂 Article 📅 1978 🏛 Springer 🌐 English ⚖ 717 KB

Accuracy of normal approximation for the

✍ J.P.N. Bishwal 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 124 KB