Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients

DOI10.1007/BF00960073MaRDI QIDQ1822137zbMATH OpenOpenAlexFDO

Authors Itaru Mitoma

Publication date 1987

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

Full work available at URL https://doi.org/10.1007/bf00960073

zbMATH Keywords

central limit theoremLangevin's equationinteracting multiplicative diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(8)

• Stability of a class of transformations of distribution-valued processes and stochastic evolution equations
• Ornstein--Uhlenbeck operators with time periodic coefficients
• An \(\infty\)-dimensional inhomogeneous Langevin's equation
• Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue
• scientific article; zbMATH DE number 529830 (Why is no real title available?)
• Law of large numbers and central limit theorem for unbounded jump mean- field models
• Markov properties of the fluctuation limit of a particle system with death
• Characterization of the Generalized Pólya Process and its Applications

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