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Results tagged with pr.probability
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user 12090
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Units in Ornstein-Uhlenbeck(OU) process
Say $X$ is a displacement and is measured in meters. Then $a$ indeed has units $1/s$ and $b$ has units $m/\sqrt{s}$; $dt$ as usual has units $s$ and $dW$ has units $1/\sqrt{s}$.
This can be verified …
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