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Multi-parameter infinite-dimensional(r,δ)-OU process

Multi-parameter infinite-dimensional (r,δ)-OU process
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摘要 The definition of n-parameter infinite-dimensional (r, δ) -Ornstein-Uhlenbeck process {X_t (·)}((r,δ)-OUP_n~∞ for short) is given. The absolute continuity of distribution μ_t of X_t(·) and the limit of X_t(·) when |t|→∞ is discussed. The definition ofn-parameter infinite-dimensional (r, δ)-Ornstein-Uhlenbeck process {Xt (·)} ((r, δ)-OUP n t8 for short) is given. The absolute continuity of distribution μt, ofX t (·) and the limit of Xt (·) when |t |→ ∞ is discussed.
出处 《Chinese Science Bulletin》 SCIE EI CAS 1999年第5期418-423,共6页
关键词 MULTI-PARAMETER (r δ)-OUPn∞ ABSOLUTE CONTINUITY in hierarchy. multi-parameter (r, δ)-OUP n t8 absolute continuity in hierarchy
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