Gaussian and Non–Gaussian Distribution–Valued Ornstein–Uhlenbeck Processes

DOI10.4153/CJM-1991-066-6zbMath0753.60037MaRDI QIDQ4009527

Tomasz Bojdecki, Louis G. Gorostiza

Publication date: 27 September 1992

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Gaussian processesOrnstein-Uhlenbeck processprocess with independent incrementsnuclear Fréchet spacelaws of the increments

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Markov processes (60J99)

Related Items (6)

Fubini theorem for anticipating stochastic integrals in Hilbert space ⋮ Semimartingales on duals of nuclear spaces ⋮ Self-Intersection Local Time for SomeS′(ℝd)-Ornstein-Uhlenbeck Processes Related to Inhomogeneous Fields ⋮ Stability of a class of transformations of distribution-valued processes and stochastic evolution equations ⋮ GENERALIZED MEHLER SEMIGROUPS AND ORNSTEIN–UHLENBECK PROCESSES ARISING FROM SUPERPROCESSES OVER THE REAL LINE ⋮ Distribution-valued heavy-traffic limits for the \(\mathrm{G}/\mathrm{GI}/\infty\) queue

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