Potential operator of the Ornstein-Uhlenbeck process with applications

MaRDI QIDQ2850139zbMATH OpenFDO

Authors V. S. Korolyuk, I. V. Samoĭlenko

Publication date 26 September 2013

Published in Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processpotential operatorrandom evolution

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

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(7)

• Completely positive operators and processes of Ornstein-Uhlenbeck type
• Nonlinear normalization of random evolution in the Levy approximation scheme
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• Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
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• scientific article; zbMATH DE number 4124753 (Why is no real title available?)
• Ohrnstein—uhlenbeck process in a random potential

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