The rate of escape for some Gaussian processes and the scattering theory for their small perturbations

DOI10.1016/S0304-4149(97)00013-6zbMath0890.60051OpenAlexW1991746949MaRDI QIDQ1382530

Vassili N. Kolokol'tsov, Sergio A. Albeverio

Publication date: 29 March 1998

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00013-6

zbMATH Keywords

Ornstein-Uhlenbeck processlong-time behaviourstochastic wave operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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