Let X (N'd) be a N-parameter Omstein-Uhlenbeck process taking values in ~a. In this paper, we prove that, for an arbitrary pair of positive integers (N, d) and any open set S in R d, X (u'd) is recurrent to S. This is surprisingly different from the recurrence properties of the N-parameter Wiener pr
β¦ LIBER β¦
On large increments of infinite series of Ornstein-Uhlenbeck processes
β Scribed by Z.Y. Lin
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 449 KB
- Volume
- 60
- Category
- Article
- ISSN
- 0304-4149
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