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Ornstein-Uhlenbeck
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Ornstein-Uhlenbeck Process: Definition – Statistics How To
Differential Equations > What is the Ornstein-Uhlenbeck Process? The Ornstein-Uhlenbeck Process (OU Process) is a differential equation used in physics to model the motion of a particle under friction. In financial probability, it models the spread of stocks. It’s also used to calculate interest rates and currency exchange rates. OU Process ...
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