Asymptotics of Absorption Probabilities for Ornstein-Uhlenbeck Processes

DOI10.1080/17442509308833824zbMath0805.60072OpenAlexW4237783396MaRDI QIDQ4311569

Ian Iscoe, David R. McDonald

Publication date: 30 October 1994

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509308833824

zbMATH Keywords

Dirichlet problemOrnstein-Uhlenbeck processprincipal eigenvalueharmonic oscillator

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

• Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Induced Dirichlet forms and capacitary inequalities

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