On the Theory of Brownian Motion.
Lancaster: American Physical Society, 1930. First edition, offprint issue, of this important paper which introduced the ‘Ornstein-Uhlenbeck process.’ Although its origins lay in statistical mechanics, this process has found a wide variety of applications, notably in mathematical finance. The Ornstein-Uhlenbeck process, also known as the ‘Langevin equation’ in the physics... More
Item #3253
![Über nicht kombinierende Terme in der neueren Quantentheorie [Parts I-II, complete]. [Offered with:] Zur Erklärung einiger Eigenschaften der Spektren aus der Quantenmechanik des Drehelektrons [Parts I – III, complete]. John VON NEUMANN, Eugene WIGNER.](/pictures/thumb/3704.jpg?v=1440217624)