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On Regularity Property of Retarded Ornstein–Uhlenbeck Processes in Hilbert Spaces

✍ Scribed by Kai Liu

Book ID
113072951
Publisher
Springer US
Year
2011
Tongue
English
Weight
867 KB
Volume
25
Category
Article
ISSN
0894-9840

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✍ H. Wang; X. Chen 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 274 KB

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