The minimal eigenfunctions characterize the Ornstein-Uhlenbeck process

DOI10.1214/aop/1176991256zbMath0686.60084OpenAlexW1977738750MaRDI QIDQ1262624

J. C. Taylor

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991256

zbMATH Keywords

Ornstein-Uhlenbeck processminimal eigenfunctions

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60)

This page was built for publication: The minimal eigenfunctions characterize the Ornstein-Uhlenbeck process