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Supports of super Ornstein-Uhlenbeck processes - MaRDI portal

Supports of super Ornstein-Uhlenbeck processes (Q1902258)

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scientific article; zbMATH DE number 817788
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Supports of super Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 817788

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    Supports of super Ornstein-Uhlenbeck processes (English)
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    14 March 1996
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    Some results on the supports of super Ornstein-Uhlenbeck processes \((X_t)_{t \geq 0}\) are obtained. First we obtain the probability of \(X_\bullet\) ever charges [\(\overline {B}(0,R)]^c\), then we consider a positive radical solution of the singular elliptic boundary value problem which plays a key role in the estimation of the probability, and we give a convergence estimation of the solution near \(x = R\); we also prove that \(\bigcup_{t \geq 0} (\text{supp }X_t)\) is bounded \(P_\mu\)-a.s.
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    super Ornstein-Uhlenbeck processes
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    singular elliptic boundary value problem
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    convergence estimation
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