Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
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Publication:1342811
DOI10.2969/JMSJ/04620245zbMATH Open0815.60071OpenAlexW2021394591MaRDI QIDQ1342811FDOQ1342811
Ken-Iti Sato, Makoto Yamazato, Toshiro Watanabe
Publication date: 15 January 1995
Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2969/jmsj/04620245
Cited In (15)
- On transient Markov processes of Ornstein-Uhlenbeck type
- Title not available (Why is that?)
- Moments and distributions of the last exit times for a class of Markov processes
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching
- Recurrence and transience for jump–diffusion processes
- The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type
- Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
- Ergodicity of Lévy-Type Processes
- Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms
- Liouville theorems for non-local operators
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
- On nonnegative solutions of SDDEs with an application to CARMA processes
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes
- On non-stationary solutions to MSDDEs: representations and the cointegration space
- Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling
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