Indexing metadata

A set-indexed Ornstein-Uhlenbeck process


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document A set-indexed Ornstein-Uhlenbeck process
 
2. Creator Author's name, affiliation, country Paul Balança; École Centrale Paris; France
 
2. Creator Author's name, affiliation, country Erick Herbin; École Centrale Paris; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Ornstein-Uhlenbeck process; Markov property; multiparameter and set-indexed processes; stationarity
 
3. Subject Subject classification 60G10; 60G15; 60G60; 60J25
 
4. Description Abstract The purpose of this article is a set-indexed extension of the well known Ornstein-Uhlenbeck process. The first part is devoted to a stationary definition of the random field and ends up with the proof of a complete characterization by its $L^2$-continuity, stationarity and set-indexed Markov properties. This specific Markov transition system allows to define a general set-indexed Ornstein Uhlenbeck (SIOU) process with any initial probability measure. Finally, in the multiparameter case, the SIOU process is proved to admit a natural integral representation.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2012-09-05
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1903
 
10. Identifier Digital Object Identifier 10.1214/ECP.v17-1903
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 17
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.