The Ornstein-Uhlenbeck bridge and applications to Markov semigroups

DOI10.1016/j.spa.2007.10.010zbMath1157.60074arXivmath/0610386OpenAlexW2150662455MaRDI QIDQ952823

Bohdan Maslowski, Beniamin Goldys

Publication date: 14 November 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610386

zbMATH Keywords

transition densityOrnstein-Uhlenbeck bridge processstochastic semi-linear equationstrong feller property.

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35)

Related Items (3)

Lower estimates of transition densities and bounds on exponential ergodicity for stochastic PDEs ⋮ SPDE bridges with observation noise and their spatial approximation ⋮ Numerically computable a posteriori-bounds for the stochastic Allen-Cahn Equation

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