Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (Q4882773)
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scientific article; zbMATH DE number 894134
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| English | Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms |
scientific article; zbMATH DE number 894134 |
Statements
Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (English)
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5 January 2000
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Ornstein-Uhlenbeck process
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Levy process
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recurrence
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transience
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0.9101018
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0.8997009
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0.89367056
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