✦ LIBER ✦

On the Asymptotic Behavior of an Ornstein-Uhlenbeck Process with Random Forcing

✍ Scribed by T. Komorowski; G. Krupa

Publisher: Springer
Year: 2005
Tongue: English
Weight: 287 KB
Volume: 261
Category: Article
ISSN: 0010-3616
DOI: 10.1007/s00220-005-1453-z

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the small time behavior of Ornstein–U

On the small time behavior of Ornstein–Uhlenbeck processes with unbounded linear drifts

✍ S. Fang; T.S. Zhang 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 121 KB

On the Infinitesimal Generators of Ornst

On the Infinitesimal Generators of Ornstein–Uhlenbeck Processes with Jumps in Hilbert Space

✍ David Applebaum 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 316 KB

A correction note on the first passage t

A correction note on the first passage time of an Ornstein-Uhlenbeck process to a boundary

✍ B. Leblanc; O. Renault; O. Scaillet 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 30 KB

On the asymptotic behavior of random wal

On the asymptotic behavior of random walks on an anisotropic lattice

✍ C. C. Heyde 📂 Article 📅 1982 🏛 Springer 🌐 English ⚖ 338 KB

Asymptotic Behavior of the Transition Pr

Asymptotic Behavior of the Transition Probability of a Random Walk on an Infinite Graph

✍ Motoko Kotani; Tomoyuki Shirai; Toshikazu Sunada 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 522 KB

Ideas cultivated in spectral geometry are applied to obtain an asymptotic property of a reversible random walk on an infinite graph satisfying a certain periodic condition. In the course of our argument, we employ perturbation theory for the maximal eigenvalues of twisted transition operator. As a r

On the asymptotic behavior of the interm

On the asymptotic behavior of the intermediate order statistics with random size of a sample

✍ A. Surkov 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 120 KB