Conditional independence in stationary distributions of diffusions

DOI10.1016/J.SPA.2025.104604MaRDI QIDQ6995726zbMATH OpenFDO

Authors Tobias Boege, Mathias Drton, Benjamin Hollering, Sarah Lumpp, Pratik Misra, Daniela Schkoda

Publication date 17 April 2025

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processconditional independencegraphical modelMarkov processLyapunov equationdiffusionsstationary distributions

Mathematics Subject Classification ID

Diffusion processes (60J60)

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