scientific article; zbMATH DE number 109051

MaRDI QIDQ4024302zbMATH OpenFDO

Authors Chunsheng Zhang

Publication date 23 February 1993

zbMATH Keywords

\(n\)-fold stochastic integral\(N\)-parameter Ornstein-Uhlenbeck process\(N\)-parameter Wiener processpoint recurrent

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 713413
• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
• On the interval recurrence property of \((N,d)\)-Ornstein-Uhlenbeck processes
• A remark upon sample properties of \(N\)-parameter \(d\)-dimensional Ornstein-Uhlenbeck process
• Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type

Cited in

(9)

• Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
• A remark upon sample properties of \(N\)-parameter \(d\)-dimensional Ornstein-Uhlenbeck process
• Double points and the Ornstein-Uhlenbeck process on Wiener space
• On the interval recurrence property of \((N,d)\)-Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 3986295 (Why is no real title available?)
• scientific article; zbMATH DE number 169509 (Why is no real title available?)
• scientific article; zbMATH DE number 713413 (Why is no real title available?)
• scientific article; zbMATH DE number 1536161 (Why is no real title available?)
• Multi-parameter infinite-dimensional (r,)-OU process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4024302)