Central limit type theorem for Ornstein-Uhlenbeck superprocess
type: Item
instance of: scholarly article
title: Central limit type theorem for Ornstein-Uhlenbeck superprocess
zbMATH Open document ID: 0866.60036
author: Qingling Ou
published in: Chinese Science Bulletin
publication date: 1997-07-20T00:00:00Z
review text: Ornstein-Uhlenbeck superprocess (O-U superprocess for short) first given in [\textit{E. B. Dynkin}, J. Funct. Anal. 86, No. 1, 75-110 (1989; Zbl 0683.60040)], is a Gaussian Markov process with values in Schwartz distributions. The background for this process is as the fluctuation limit of some rescaled particle system, and describes the fluctuation of particle system around its macroscopic flow. Since O-U superprocess can be identified with the solution of some generalized Langevin equation, it is a kind of generalized Ornstein-Uhlenbeck process (the process with values in distributions is the solution of generalized Langevin equation). Although there has been much study on the fluctuation limit of particle system and generalized Langevin equation, there is little work on properties of O-U superprocess itself.
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 940621
zbMATH Keywords: Ornstein-Uhlenbeck superprocess
zbMATH Keywords: Schwartz distributions
zbMATH Keywords: Langevin equation
MaRDI profile type: MaRDI publication profile
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description: scientific article; zbMATH DE number 940621