The minimal eigenfunctions characterize the Ornstein-Uhlenbeck process (Q1262624)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The minimal eigenfunctions characterize the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 4124761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The minimal eigenfunctions characterize the Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 4124761 |
Statements
The minimal eigenfunctions characterize the Ornstein-Uhlenbeck process (English)
0 references
1989
0 references
The abstract of the author cannot be improved. We copy it: ``A process \((X_ t)\) is equivalent to an Ornstein-Uhlenbeck process iff \(e^{- \lambda t}f(X_ t)\) is a martingale for every \(f\geq 0\) on \({\mathbb{R}}^ d\) such that \(\Delta f(x)=<x,\nabla f(x)>+\lambda f(x).''\) This is a nicely written paper?.
0 references
minimal eigenfunctions
0 references
Ornstein-Uhlenbeck process
0 references
0.7614727020263672
0 references
