On some Gaussian Bernstein processes in and the periodic Ornstein–Uhlenbeck process
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Publication:3185977
DOI10.1080/07362994.2016.1156547zbMath1342.35134arXiv1508.02539MaRDI QIDQ3185977
Jean-Claude Zambrini, Pierre-A. Vuillermot
Publication date: 8 August 2016
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1508.02539
35K20: Initial-boundary value problems for second-order parabolic equations
60K99: Special processes
60H30: Applications of stochastic analysis (to PDEs, etc.)