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Approximations of ornstein-uhlenbeck processes with unbounded linear drifts - MaRDI portal

Approximations of ornstein-uhlenbeck processes with unbounded linear drifts (Q4390915)

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scientific article; zbMATH DE number 1156921
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Approximations of ornstein-uhlenbeck processes with unbounded linear drifts
scientific article; zbMATH DE number 1156921

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    Approximations of ornstein-uhlenbeck processes with unbounded linear drifts (English)
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    24 January 2000
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    Ornstein-Uhlenbeck process
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    Dirichlet form
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    tightness
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    weak convergence
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    first quantization
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    Finsler manifolds
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