Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions

DOI10.2977/prims/1195188837zbMath0412.60065OpenAlexW1967237126MaRDI QIDQ1260436

Daniel W. Stroock, Richard A. Holley

Publication date: 1978

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195188837

zbMATH Keywords

Ornstein-Uhlenbeck process invariance principle martingale problem branching Brownian motion

Mathematics Subject Classification ID

Stochastic integrals (60H05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Functional limit theorems; invariance principles (60F17) Stochastic integral equations (60H20)

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Cites Work