Approximations of ornstein-uhlenbeck processes with unbounded linear drifts
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Publication:4390915
DOI10.1080/17442509808834152zbMath0929.60061MaRDI QIDQ4390915
Sergio A. Albeverio, Tu-Sheng Zhang
Publication date: 24 January 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509808834152
weak convergence; Ornstein-Uhlenbeck process; tightness; Dirichlet form; Finsler manifolds; first quantization