Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms
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Publication:4882773
DOI10.1017/S0027763000005523zbMATH Open0938.60039MaRDI QIDQ4882773FDOQ4882773
Toshiro Watanabe, Kouji Yamamuro, Makoto Yamazato, Ken-Iti Sato
Publication date: 5 January 2000
Published in: Nagoya Mathematical Journal (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)
Cites Work
Cited In (8)
- On transient Markov processes of Ornstein-Uhlenbeck type
- Moments and distributions of the last exit times for a class of Markov processes
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching
- Liouville theorems for non-local operators
- On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions
- On the Cauchy problem for non-local Ornstein-Uhlenbeck operators
- Recurrence conditions for multidimensional processes of Ornstein- Uhlenbeck type
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