On the germ-Markov property of the generalized N-parameter Ornstein- Uhlenbeck process

MaRDI QIDQ1823554zbMATH OpenFDO

Authors Shoujun Luo

Publication date 1989

Published in Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

Ornstein-Uhlenbeck processgerm-Markov propertyminimal splitting \(\sigma\)-algebras

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60)

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Cited in

(2)

• An ergodic-type theorem for generalized Ornstein-Uhlenbeck processes
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