Completely positive operators and processes of Ornstein-Uhlenbeck type

DOI10.1016/0304-4149(87)90202-XzbMath0635.60080MaRDI QIDQ1097583

Klaus Pötzelberger

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

integral representationinfinitesimal operator of the semigroupMarkov chains of the generalized Ornstein-Uhlenbeck typeprobabilistic quantum mechanics

Mathematics Subject Classification ID

General mathematical topics and methods in quantum theory (81Q99) Continuous-time Markov processes on discrete state spaces (60J27) Stochastic analysis (60H99)

Related Items (1)

A characterization of random-coefficient AR(1) models

Cites Work

• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• Stationary distributions for dams with additive input and content-dependent release rate
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