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Note sur les processus d’Ornstein-Uhlenbeck. (French) Zbl 0481.60041

Seminaire de probabilites XVI, Univ. Strasbourg 1980/81, Lect. Notes Math. 920, 95-132 (1982).

MSC:

60G07 General theory of stochastic processes
60H99 Stochastic analysis
60J60 Diffusion processes
60J65 Brownian motion

Citations:

Zbl 0481.60042
Full Text: Numdam EuDML