Approximations of ornstein-uhlenbeck processes with unbounded linear drifts

DOI10.1080/17442509808834152zbMATH Open0929.60061OpenAlexW1965297833MaRDI QIDQ4390915

Tusheng Zhang, Sergio Albeverio

Publication date: 24 January 2000

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

Full work available at URL: https://doi.org/10.1080/17442509808834152

zbMATH Keywords

weak convergenceOrnstein-Uhlenbeck processtightnessDirichlet formFinsler manifoldsfirst quantization

Mathematics Subject Classification ID

Gaussian processes (60G15) Dirichlet forms (31C25) Diffusion processes (60J60)

Related Items (5)

Large and moderate deviations in testing Ornstein-Uhlenbeck process with linear drift ⋮ Mehler formula and capacities for infinite dimensional Ornstein-Uhlenbeck processes with general linear drift ⋮ Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable ⋮ OPTIMAL POINTWISE APPROXIMATION OF INFINITE-DIMENSIONAL ORNSTEIN–UHLENBECK PROCESSES ⋮ On the small time behavior of Ornstein-Uhlenbeck processes with unbounded linear drifts

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