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
Formats available:
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(English)
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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
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