Super Ornstein-Uhlenbeck processes in catalytic medium (Q2767405)
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scientific article; zbMATH DE number 1697415
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| English | Super Ornstein-Uhlenbeck processes in catalytic medium |
scientific article; zbMATH DE number 1697415 |
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29 January 2002
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Super Ornstein-Uhlenbeck processes in catalytic medium (English)
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A finite measure-valued critical super-Ornstein-Uhlenbeck process \(X\) in \(\mathbb R^d\), \(d\leq 3\), in a finite measure-valued critical super-Ornstein-Uhlenbeck medium \(\varrho\) is constructed. In dimension one, if \(\varrho\) starts from the invariant measure of the OU process, \(X_t\) converges persistently to a limit in law as \(t\to\infty\).
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0.7937806248664856
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0.7916344404220581
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0.7785971164703369
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0.7753511667251587
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