Journal of applied mathematics & informatics
- Volume 20 Issue 1_2
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- Pages.445-454
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- 2006
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- 2734-1194(pISSN)
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- 2234-8417(eISSN)
A SOLUTION OF THE ORNSTEIN-UHLENBECK EQUATION
- MOON BYUNG SOO (Korea energy Research Institute) ;
- THOMPSON RUSSEL C. (Korea energy Research Institute)
- Published : 2006.01.01
Abstract
We describe a solution to the Ornstein-Uhlenbeck equation
Keywords
- Ornstein-Uhlenbeck equation;
- Gaussian white noise;
- Johnson noise;
- Lyapunov exponent;
- random signal;
- Farady's law