Ornstein,Uhlenbeck,process

Ornstein - Uhlenbeck process

https://en.wikipedia.org/wiki/Ornstein–Uhlenbeck_process

https://en.wikipedia.org/wiki/Ornstein–Uhlenbeck_process

https://www.hse.ru/data/2013/04/29/1296873899/TV11.pdf

https://michael.orlitzky.com/documents/presentations/ornstein-uhlenbeck_processes.pdf

https://dspace.spbu.ru/bitstream/11701/4919/1/thesis_dmitriev.pdf

https://www-users.cse.umn.edu/~vinals/tspot_files/gaudreault_ornstein.pdf

https://www.maths.ed.ac.uk/~toh/Files/hypercontractivity.pdf

http://www.iam.khv.ru/FEMJ/femj448.pdf

https://uregina.ca/~kozdron/Teaching/Regina/441Fall14/Notes/L31-32-Nov19.pdf

https://cs.msu.ru/sites/cmc/files/docs/morozov_polushkin.pdf

http://www.mtas.ru/Library/uploads/1214797674.pdf

https://conf.svmo.ru/files/2024/papers/paper35.pdf

https://elis.psu.ru/node/337965

F:\DownLoads\Books\ML

https://dic.academic.ru/dic.nsf/enc_mathematics/3735/ОРНШТЕЙНА

https://www.planetmath.org/ornsteinuhlenbeckprocess

https://hudsonthames.org/optimal-stopping-in-pairs-trading-ornstein-uhlenbeck-model/

https://www.planetmath.org/ornsteinuhlenbeckprocess

https://hudsonthames.org/optimal-stopping-in-pairs-trading-ornstein-uhlenbeck-model/

https://cyberleninka.ru/article/n/formula-zigerta-dlya-mnogomernyh-sluchaynyh-protsessov-ornshteyna-ulenbeka

https://www.researchgate.net/publication/324037540_Operatory_i_polugruppy_Ornstejna_-_Ulenbeka

https://www.quantalgos.ru/?p=94

https://nestml.readthedocs.io/en/latest/tutorials/ornstein_uhlenbeck_noise/nestml_ou_noise_tutorial.html