Completely positive operators and processes of Ornstein-Uhlenbeck type
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Publication:1097583
DOI10.1016/0304-4149(87)90202-XzbMath0635.60080MaRDI QIDQ1097583
Publication date: 1987
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
integral representation; infinitesimal operator of the semigroup; Markov chains of the generalized Ornstein-Uhlenbeck type; probabilistic quantum mechanics
81Q99: General mathematical topics and methods in quantum theory
60J27: Continuous-time Markov processes on discrete state spaces
60H99: Stochastic analysis
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Cites Work
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- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- Stationary distributions for dams with additive input and content-dependent release rate