Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes

DOI10.1007/BF01845638MaRDI QIDQ1071400zbMATH OpenFDO

Authors Anestis Antoniadis, René Carmona

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

eigenfunctionshitting timesexpansion of the covariance operatorsinfinite dimensional Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

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

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Cites work

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• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The Malliavin calculus and its application to second order parabolic differential equations: Part I
• The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
• The Ornstein-Uhlenbeck semigroup in an infinite dimensional L\(^2\) setting
• The response of a spatially distributed neuron to white noise current injection

Cited in

(8)

• scientific article; zbMATH DE number 4124753 (Why is no real title available?)
• Some regularity results on infinite dimensional diffusions via dirichlet forms
• A generalized ornstein-uhlenbeck process
• Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion -- approximation, quadratic variation, and Itô formula
• On complex operator-valued O-U processes, T-positivity, and innovations of Okabe and Masani
• On infinite series of independent Ornstein-Uhlenbeck processes
• In memoriam Emile Bertin (1931-1994)
• On the eigenfunctions of the complex Ornstein-Uhlenbeck operators

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