Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (Q4882773)
From MaRDI portal
scientific article; zbMATH DE number 894134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms |
scientific article; zbMATH DE number 894134 |
Statements
Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms (English)
0 references
5 January 2000
0 references
Ornstein-Uhlenbeck process
0 references
Levy process
0 references
recurrence
0 references
transience
0 references
