On some Gaussian Bernstein processes in and the periodic Ornstein–Uhlenbeck process

DOI10.1080/07362994.2016.1156547zbMath1342.35134arXiv1508.02539MaRDI QIDQ3185977

Jean-Claude Zambrini, Pierre-A. Vuillermot

Publication date: 8 August 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02539

zbMATH Keywords

parabolic equations; periodic processes; Bernstein processes

Mathematics Subject Classification ID

35K20: Initial-boundary value problems for second-order parabolic equations

60K99: Special processes

60H30: Applications of stochastic analysis (to PDEs, etc.)