A real-valued stochastic process X={X(s, t), s≥0, t≥0} is a two-parameter Ornstein-Uhlenbeck process (OUP2) if, where α>0, β>0, σ>0 are constants, W is Brownian sheet, and X(0, 0) is random variable,
文摘A real-valued stochastic process X={X(s, t), s≥0, t≥0} is a two-parameter Ornstein-Uhlenbeck process (OUP2) if, where α>0, β>0, σ>0 are constants, W is Brownian sheet, and X(0, 0) is random variable,