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On the ornstein—uhlenbeck process - MaRDI portal

On the ornstein—uhlenbeck process (Q4840919)

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scientific article; zbMATH DE number 781043
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English
On the ornstein—uhlenbeck process
scientific article; zbMATH DE number 781043

    Statements

    title
    On the ornstein—uhlenbeck process (English)
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    author
    Shizan Fang
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    publication date
    14 November 1995
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    zbMATH Keywords
    Dirichlet forms
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    Ornstein-Uhlenbeck process
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    forward and backward martingales
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    large deviations
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    Identifiers

    zbMATH DE Number
    781043
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    OpenAlex ID
    W2006484586
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