A generalized ornstein-uhlenbeck process

DOI10.1080/03610928408828659zbMath0553.60044OpenAlexW1993577132MaRDI QIDQ3347039

Timothy A. Wittig

Publication date: 1984

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828659

zbMATH Keywords

infinite-dimensional Wiener processgeneralized Ornstein-Uhlenbeck processoperator-valued analogue of Langevin's equation

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Diffusion processes (60J60) Generalized stochastic processes (60G20)

Related Items

Langevin equations for S'-valued Gaussian processes and fluctuation limits of infinite particle systems

Cites Work

• Generalized Ornstein-Uhlenbeck processes and infinite particle branching Brownian motions
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