Ornstein-Uhlenbeck processes indexed by the circle

DOI10.1214/aop/1022855640zbMath0940.60052OpenAlexW2090080942MaRDI QIDQ1307494

James R. Norris

Publication date: 11 July 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855640

zbMATH Keywords

Gaussian processesOrnstein-Uhlenbeck processBrownian motion of loopstwo-sided Markov property

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (6)

On some Gaussian Bernstein processes in and the periodic Ornstein–Uhlenbeck process ⋮ Stochastic Heat Equations with Values in a Manifold via Dirichlet Forms ⋮ Stochastic differential equations on product loop manifolds. ⋮ Stochastic heat equations for infinite strings with values in a manifold ⋮ Geometric stochastic heat equations ⋮ White noise indexed by loops

Cites Work

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• Linear stochastic differential equations with boundary conditions
• Periodic Gaussian Osterwalder-Schrader positive processes and the two- sided Markov property on the circle
• White noise indexed by loops
• A Markov property for Gaussian processes with a multidimensional parameter
• Twisted sheets
• Pinned Brownian motion and its perturbations

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