Generalized jump-type Ornstein-Uhlenbeck processes as limits of infinite- particle systems

DOI10.1007/BF01063326zbMath0686.60026MaRDI QIDQ1262609

Ravi Chari

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

invariant measuresmartingale problemsuniqueness in lawindependent increment processjump-type processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Generalized stochastic processes (60G20) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Stability of a class of transformations of distribution-valued processes and stochastic evolution equations

Cites Work

• Limit theorems for point processes and their functionals
• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• Additive processes on nuclear spaces
• Infinite dimensional stochastic differential equation models for spatially distributed neurons
• Functional limit theorems for weighted sums of i.i.d. random variables
• On tightness and stopping times
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
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