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Apr 13, 2017 at 12:19 history edited CommunityBot
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Apr 27, 2016 at 17:53 vote accept nabla
Apr 26, 2016 at 6:03 answer added Carlo Beenakker timeline score: 8
S Apr 19, 2016 at 22:07 history bounty started nabla
S Apr 19, 2016 at 22:07 history notice added nabla Draw attention
Apr 17, 2016 at 18:49 comment added nabla You're absolutely right, all linear SDEs with constant coefficients are OU vector processes. What about the general case?
Apr 17, 2016 at 8:48 comment added Abhishek Halder The equation you posted is also an OU process. The steps you listed for calculating PSD also apply for the (vector) case here giving the PSD array.
Apr 16, 2016 at 11:54 comment added nabla Not very successful here either.
Apr 14, 2016 at 15:12 review Low quality posts
Apr 14, 2016 at 15:48
Apr 14, 2016 at 14:57 review First posts
Apr 14, 2016 at 15:26
Apr 14, 2016 at 14:52 history asked nabla CC BY-SA 3.0