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Two parameter extension of an observation of poincaré

Authors :
Gregory J. Morrow
Martin L. Silverstein
Source :
Séminaire de Probabilités XX 1984/85 ISBN: 9783540167792
Publication Year :
1986
Publisher :
Springer Berlin Heidelberg, 1986.

Abstract

The infinite dimensional Ornstein-Uhlenbeck process is derived as the weak limit of processes xn(t,s) constructed from first hitting position of spheres sn−1(et/2) for standard Brownian motion in Rn starting at the origin.

Subjects

Subjects :
Two parameter
business.industry
Extension (predicate logic)
symbols.namesake
Mathematics::Probability
Wiener process
Position (vector)
Poincaré conjecture
symbols
SPHERES
Artificial intelligence
Limit (mathematics)
business
Psychology
Mathematical physics

Details

ISBN :
978-3-540-16779-2
ISBNs :
9783540167792
Database :
OpenAIRE
Journal :
Séminaire de Probabilités XX 1984/85 ISBN: 9783540167792
Accession number :
edsair.doi...........1867a9543932abfb620c18287c36fc28
Full Text :
https://doi.org/10.1007/bfb0075731
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