Infinite Dimensional Ornstein-Uhlenbeck Processes-Reference-Cited by-同舟云学术

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Infinite Dimensional Ornstein-Uhlenbeck Processes

Published:1984 Issue: Volume: Page:197-224
ISSN:0924-6509
Container-title:Stochastic Analysis, Proceedings of the Taniguchi International Symposium on Stochastic Analysis
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Author:

Itô Kiyosi

Publisher

Elsevier

Reference3 articles.

1. Noyaux des probabilités de transition de certains opérateur d'Ornstein-Uhlenbeck dans L'éspace de Hilbert;Gaveau;C.R. Acad. Sci Paris. Série I,1981

2. A characterization of regular solutions of a linear stochastic differential equation;Lewis;Z. Wahr, verw. Gebiete,1974

3. On a stationary Gaussian process with T-positivity and its associated Langevin equation and S-matrix;Okabe;J. Fac. Sci. Univ. Tokyo, Soc. IA,1979

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5. Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes;Acta Applicandae Mathematicae;1988-07

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