Ornstein-Uhlenbeck processes indexed by the circle
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Publication:1307494
DOI10.1214/aop/1022855640zbMath0940.60052OpenAlexW2090080942MaRDI QIDQ1307494
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
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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