Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (Q4882773): Difference between revisions
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Latest revision as of 12:50, 24 May 2024
scientific article; zbMATH DE number 894134
Language | Label | Description | Also known as |
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English | Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms |
scientific article; zbMATH DE number 894134 |
Statements
Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (English)
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5 January 2000
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Ornstein-Uhlenbeck process
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Levy process
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recurrence
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transience
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