Continuity of $l^2$-Valued Ornstein-Uhlenbeck Processes
Work
Year: 1990
Type: article
Abstract: A stationary $l^2$-valued Ornstein-Uhlenbeck process is considered which is given formally by $dX_t = -AX_t dt + \sqrt 2a dB_t$, where $A$ is a positive self-adjoint operator on $l^2, B_t$ is a cylind... more
Source: The Annals of Probability
Cites: 8
Cited by: 44
Related to: 10
FWCI: 4.975
Citation percentile (by year/subfield): 93.55
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze