Generalized Ornstein-Uhlenbeck process having a characteristic operator with polynomial coefficients

DOI10.1007/BF00960073zbMath0617.60053OpenAlexW2069270969MaRDI QIDQ1822137

Itaru Mitoma

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00960073

zbMATH Keywords

central limit theoremLangevin's equationinteracting multiplicative diffusions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Diffusion processes (60J60)

Related Items (4)

Markov properties of the fluctuation limit of a particle system with death ⋮ Law of large numbers and central limit theorem for unbounded jump mean- field models ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue

Cites Work

• Tightness of probabilities on C([0,1;\(S_ p\)) and D([0,1];\(S_ p\))]
• An \(\infty\)-dimensional inhomogeneous Langevin's equation
• Tightness problem and stochastic evolution equation arising from fluctuation phenomena for interacting diffusions
• Central limit theorem for a simple diffusion model of interacting particles
• Distribution-valued processes arising from independent Brownian motions
• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
• On the sample continuity of S'-processes
• Central limit theorem for a system of Markovian particles with mean field interactions
• On the norm continuity of -valued Gaussian processes
• Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
• Semi-groups of operators in locally convex spaces
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