On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts (Q1303814): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
m rollbackEdits.php mass rollback Tag: Rollback |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s004400050232 / rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1969414978 / rank | |||
Revision as of 13:37, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts |
scientific article |
Statements
On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts (English)
0 references
22 September 1999
0 references
Ornstein-Uhlenbeck processes
0 references
Dirichlet forms
0 references
Lyons-Zheng's decompositions
0 references
convolution representation
0 references