Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients

DOI10.1007/BF00960073zbMath0617.60053MaRDI QIDQ1822137

Itaru Mitoma

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

central limit theorem; Langevin's equation; interacting multiplicative diffusions

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60K35: Interacting random processes; statistical mechanics type models; percolation theory

60J60: Diffusion processes

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