A generalized ornstein-uhlenbeck process

DOI10.1080/03610928408828659MaRDI QIDQ3347039zbMATH OpenOpenAlexFDO

Authors Timothy A. Wittig

Publication date 1984

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928408828659

zbMATH Keywords

generalized Ornstein-Uhlenbeck processinfinite-dimensional Wiener processoperator-valued analogue of Langevin's equation

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

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Cites work

• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• scientific article; zbMATH DE number 3808308 (Why is no real title available?)
• scientific article; zbMATH DE number 3265711 (Why is no real title available?)
• scientific article; zbMATH DE number 3399886 (Why is no real title available?)

Cited in

(21)

• Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes
• Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems
• Integrable deformation of Gaussian distribution and the Ornstein-Uhlenbeck process
• Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients
• Ornstein-Uhlenbeck processes of bounded variation
• An ergodic-type theorem for generalized Ornstein-Uhlenbeck processes
• On a diffusion process intermediate between standard Brownian motion and the Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 6117837 (Why is no real title available?)
• scientific article; zbMATH DE number 3860094 (Why is no real title available?)
• An H-theorem for the general relativistic Ornstein-Uhlenbeck process
• Generalized Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 3919478 (Why is no real title available?)
• The discrete uhlenbeck–ornstein process
• scientific article; zbMATH DE number 4076252 (Why is no real title available?)
• scientific article; zbMATH DE number 4105985 (Why is no real title available?)
• The generalized Ornstein - Uhlenbeck process
• scientific article; zbMATH DE number 7070796 (Why is no real title available?)
• Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process
• On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani
• Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes
• A Haar-like construction for the Ornstein Uhlenbeck process

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