Potential operator of the Ornstein-Uhlenbeck process with applications

zbMATH Open1289.60061MaRDI QIDQ2850139FDOQ2850139

Authors: V. S. Korolyuk, I. V. Samoĭlenko 

Publication date: 26 September 2013

Published in: Dopovidi Natsional'noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky (Search for Journal in Brave)

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zbMATH Keywords

Ornstein-Uhlenbeck processpotential operatorrandom evolution

Mathematics Subject Classification ID

General theory of stochastic processes (60G07)

Cited In (7)

• Title not available (Why is that?)
• Ohrnstein—uhlenbeck process in a random potential
• Completely positive operators and processes of Ornstein-Uhlenbeck type
• Peculiarities of construction and analysis of the information warfare model with Markov switchings and impulse perturbations under Levy approximation conditions
• Stationary density function for a random evolution driven by a Markov-switching Ornstein-Uhlenbeck process with finite velocity
• Nonlinear normalization of random evolution in the Levy approximation scheme
• Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients

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