The dissipativity conditions for the generalized Omstein-Uhlenbeck process

zbMATH Open1399.60096MaRDI QIDQ4565619FDOQ4565619

Authors: A. V. Kinash, U. T. Khimka, Ya. M. Chabanyuk 

Publication date: 12 June 2018

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zbMATH Keywords

Ornstein-Uhlenbeck processMarkov processsingular perturbation problemasymptotic dissipativity

Mathematics Subject Classification ID

Markov processes (60J99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (1)

• Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

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