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Processus D’Ornstein Uhlenbeck Generalise. Mesures Stationnaires dans le cas Gaussien

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Book cover Transactions of the Ninth Prague Conference

Part of the book series: Czechoslovak Academy of Sciences ((TPCI,volume 9A))

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Résumé

A une martingale {Mt ; t≥0} à valeurs distributions et à un opérateur elliptique, nous associons un processus d’Ornstein Uhlenbeck généralisé. Dans le cas où la martingale est le processus de Siegel standart, nous décrivons l’ensemble des mesures stationnaires du processus d’Ornstein Uhlenbeck associé.

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References

  1. Benassi, A. (1980): Théorème de Traces stochastiques. Colloques internationnaux du C.N.R.S. No. 307, St Flour 22 - 29 Juin 1980 (15–25)

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  2. Benassi, A. (1982): Théorème de traces stochastiques et Fonctionnelles multiplicatives pour des champs gaussien markoviens d’ordre p. Z.f.W. 59, (333–354)

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  4. Holley, R. A. and Stroock D. W. (1980): The D.L.R. Conditions for Translation Invariant Gaussian Measures on ζ1(Rd). Z.f.W. 53 (293–304).

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Authors and Affiliations

  1. Université Paris VI., 4 Place Jussieu, 75230, Paris Cedex 05, France

    Albert Benassi

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  1. Albert Benassi
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© 1983 ACADEMIA, Publishing House of the Czechoslovak Academy of Sciences, Prague

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Benassi, A. (1983). Processus D’Ornstein Uhlenbeck Generalise. Mesures Stationnaires dans le cas Gaussien. In: Transactions of the Ninth Prague Conference. Czechoslovak Academy of Sciences, vol 9A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7013-7_15

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  • DOI: https://doi.org/10.1007/978-94-009-7013-7_15

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-94-009-7015-1

  • Online ISBN: 978-94-009-7013-7

  • eBook Packages: Springer Book Archive

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