Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
View source
View history
Discussion
English
Log in

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

From MaRDI portal
Jump to:navigation, search

zbMATH Open0681.60079MaRDI QIDQ1823554FDOQ1823554


Authors: Shoujun Luo Edit this on Wikidata

Publication date: 1989

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





Recommendations

  • scientific article; zbMATH DE number 1263986
  • A remark upon sample properties of \(N\)-parameter \(d\)-dimensional Ornstein-Uhlenbeck process
  • scientific article; zbMATH DE number 1536161
  • Multivariate generalized Ornstein-Uhlenbeck processes
  • Multi-parameter infinite-dimensional \((r,\delta)\)-OU process


zbMATH Keywords

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


Mathematics Subject Classification ID

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



Cited In (2)

  • Title not available (Why is that?)
  • An ergodic-type theorem for generalized Ornstein-Uhlenbeck processes





This page was built for publication: On the germ-Markov property of the generalized N-parameter Ornstein- Uhlenbeck process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1823554)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:1823554&oldid=14186536"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 1 February 2024, at 10:50. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki