Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula
Author:
Affiliation:
1. Matematiska institutionen; Linköpings universitet; SE-581 83 Linköping Sweden
Publisher
Wiley
Subject
General Mathematics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/mana.201500146/fullpdf
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3. Functional inequality on path space over a non-compact riemannian manifold;Chen;J. Funct. Anal,2014
4. A functional modulus of continuity for a wiener process;Chen;Statist. Probab. Lett,2001
5. Boundary crossing probabilities for stationary gaussian processes and brownian motion;Cuzick;Trans. Amer. Math. Soc,1981
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