On the ornstein—uhlenbeck process

DOI10.1080/17442509408833875zbMath0826.60067OpenAlexW2006484586MaRDI QIDQ4840919

Shizan Fang

Publication date: 14 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833875

zbMATH Keywords

Ornstein-Uhlenbeck processlarge deviationsDirichlet formsforward and backward martingales

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic potential theory (60J45)

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