Large Deviations for $l^2$-Valued Ornstein-Uhlenbeck Processes
Work
Year: 1989
Type: article
Abstract: A stationary $l^2$-valued Ornstein-Uhlenbeck process given formally by $dX(t) = - AX(t) dt + \sqrt{2a} dB(t)$, where $A$ is a positive self-adjoint constant operator on $l^2$ and $B(t)$ is a cylindric... more
Source: The Annals of Probability
Authors Ian Iscoe, David McDonald
Cites:
Cited by: 12
Related to: 10
FWCI: 1.699
Citation percentile (by year/subfield): 77.79
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze