Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space

DOI10.1214/ECP.v4-1011zbMath0936.60048MaRDI QIDQ1960734

Davar Khoshnevisan, Zhan Shi, Endre Csáki

Publication date: 16 January 2000

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/120251

zbMATH Keywords

Brownian sheetquasi-sure analysis

Mathematics Subject Classification ID

Random fields (60G60) Diffusion processes (60J60)

Related Items (1)

A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems

This page was built for publication: Capacity estimates, boundary crossings and the Ornstein-Uhlenbeck process in Wiener space