A set-indexed Ornstein-Uhlenbeck process

DOI10.1214/ECP.v17-1903zbMath1266.60066arXiv1203.5524MaRDI QIDQ456269

Erick Herbin, Paul Balança

Publication date: 23 October 2012

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

Full work available at URL: https://arxiv.org/abs/1203.5524

zbMATH Keywords

Ornstein-Uhlenbeck processstationarityMarkov propertymultiparameter and set-indexed processes

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

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An increment-type set-indexed Markov property

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