Gaussian and Non–Gaussian Distribution–Valued Ornstein–Uhlenbeck Processes
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Publication:4009527
DOI10.4153/CJM-1991-066-6zbMath0753.60037MaRDI QIDQ4009527
Tomasz Bojdecki, Louis G. Gorostiza
Publication date: 27 September 1992
Published in: Canadian Journal of Mathematics (Search for Journal in Brave)
Gaussian processesOrnstein-Uhlenbeck processprocess with independent incrementsnuclear Fréchet spacelaws of the increments
Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes (60J99)
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