ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Volume 10 Issue 1       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal
iOpen

Non-Markovian fluctuation limits of infinite particle systems 

Author: Pawel Lewicki a
Affiliation:   a Insitute of Mathematics, Techincal University of Warsaw, Poland
DOI: 10.1080/07362999208809255
Publication Frequency: 6 issues per year
Published in: journal Stochastic Analysis and Applications, Volume 10, Issue 1 1992 , pages 17 - 44
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

S'-valued Gaussian processes of a certain class are shown to have the semimartingale decomposition similar to that one given by the Ornstein-Uhlenbeck equation. There is given a simple sufficient condition for the family of fluctuations to be tight.The non-Markov property for this class of processes is investigated
view references (11)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc