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ON THE ALMOST SURELY ASYMPTOTIC BOUNDS OF A CLASS OF ORNSTEIN-UHLENBECK PROCESSES IN INFINITE DIMENSIONS 被引量:3
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作者 Yuhong LI 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2008年第3期416-426,共11页
Given a real-valued separable M-type 2 Banach space X with the p-th power of the norm of C2-class, the almost sure asymptotic upper bounds of the solutions of the Ornstein-Uhlenbeck Processes described by the followin... Given a real-valued separable M-type 2 Banach space X with the p-th power of the norm of C2-class, the almost sure asymptotic upper bounds of the solutions of the Ornstein-Uhlenbeck Processes described by the following equations {dz(t)=A(t,z(t))dt+σ(t,z(t))dW(t),z(0)=z0∈X,are investigated. This study generalizes the corresponding well-known finite dimensional results of Lapeyre (1989) and Mao (1992). 展开更多
关键词 Almost surely asymptotic bounds infinite dimension M-type 2 Banach space Ornstein-Uhlenbeck Processes
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