The dissipativity conditions for the generalized Omstein-Uhlenbeck process

MaRDI QIDQ4565619zbMATH OpenFDO

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

Publication date 12 June 2018

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)

Recommendations

• scientific article; zbMATH DE number 6533710
• Fluctuations of an asymptotic dissipative process with Markov switching
• scientific article; zbMATH DE number 610235
• Ergodic properties of generalized Ornstein-Uhlenbeck processes
• scientific article; zbMATH DE number 3919478

Cited in

(2)

• Fluctuations of an asymptotic dissipative process with Markov switching
• Asymptotic dissipativity of the diffusion process in the asymptotic small diffusion scheme

This page was built for publication: The dissipativity conditions for the generalized Omstein-Uhlenbeck process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4565619)