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Generalized ornstein — Uhlenbeck processes as limits of interacting systems

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Stochastic Integrals

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 851))

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References

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David Williams

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© 1981 Springer-Verlag

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Holley, R., Stroock, D. (1981). Generalized ornstein — Uhlenbeck processes as limits of interacting systems. In: Williams, D. (eds) Stochastic Integrals. Lecture Notes in Mathematics, vol 851. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0088727

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  • DOI: https://doi.org/10.1007/BFb0088727

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-10690-6

  • Online ISBN: 978-3-540-38613-1

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