On transient Markov processes of Ornstein-Uhlenbeck type

DOI10.1017/S002776300000653XzbMath0908.60074OpenAlexW1569292331MaRDI QIDQ3839747

Kouji Yamamuro

Publication date: 14 March 1999

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s002776300000653x

zbMATH Keywords

Ornstein-Uhlenbeck processLévy measureHunt process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)

Related Items (2)

The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type ⋮ Moments and distributions of the last exit times for a class of Markov processes

Cites Work

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• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
• Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
• Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms
• Limit theorems for transient Markov chains

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