Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes

DOI10.1007/BF01845638zbMath0586.60073MaRDI QIDQ1071400

Anestis Antoniadis, René A. Carmona

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

eigenfunctionshitting timesexpansion of the covariance operatorsinfinite dimensional Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60)

Related Items (3)

In memoriam Emile Bertin (1931-1994) ⋮ On infinite series of independent Ornstein-Uhlenbeck processes ⋮ Some regularity results on infinite dimensional diffusions via dirichlet forms

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