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Ohrnstein—uhlenbeck process in a random potential
Author(s) -
Papanicolaou G.,
Varadhan S. R. S.
Publication year - 1985
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.3160380611
Subject(s) - mathematics , preprint , brownian motion , martingale (probability theory) , limit (mathematics) , ornstein–uhlenbeck process , mathematical economics , calculus (dental) , stochastic process , mathematical analysis , physics , quantum mechanics , statistics , medicine , dentistry
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