Ornstein–Uhlenbeck operator
id:
ornstein-uhlenbeck-operator-247-18446076
title:
Ornstein–Uhlenbeck operator
text:
In mathematics, the Ornstein–Uhlenbeck operator is a generalization of the Laplace operator to an infinite-dimensional setting. The Ornstein–Uhlenbeck operator plays a significant role in the Malliavin calculus.
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wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Ornstein%E2%80%93Uhlenbeck_operator
date created:
date modified:
2021-11-11T02:12:02Z
main entity:
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fields total:
13
integrity:
13