Ohrnstein—uhlenbeck process in a random potential

DOI10.1002/cpa.3160380611zbMath0617.60078OpenAlexW2013536055MaRDI QIDQ4727158

George S. Papanicolaou, Srinivasa R. S. Varadhan

Publication date: 1985

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.3160380611

zbMATH Keywords

Ornstein-Uhlenbeck processinfinitesimal generator

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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