Critical Ornstein-Uhlenbeck processes
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Publication:1819830
DOI10.1007/BF01442240zbMath0614.60074MaRDI QIDQ1819830
Publication date: 1986
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
variational principleNelson's integration by parts formula for semimartingalesOrnstein-Uhlenbeck position process
Generalizations of martingales (60G48) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic mechanics (including stochastic electrodynamics) (81P20)
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