On the interval recurrence property of \((N,d)\)-Ornstein-Uhlenbeck processes

DOI10.1016/S0167-7152(96)00112-5zbMath0904.60062OpenAlexW2043573472MaRDI QIDQ1380567

D. Massart

Publication date: 18 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00112-5

zbMATH Keywords

Wiener processrecurrencetransience

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60)

Cites Work

• Sample functions of the \(N\)-parameter Wiener process
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