Non-Symmetric Ornstein-Uhlenbeck Processes in Banach Space Via Dirichlet Forms
Canadian journal of mathematics, Tome 45 (1993) no. 6, pp. 1324-1338

Voir la notice de l'article provenant de la source Cambridge University Press

We use recent advances in the theory of non-symmetric Dirichlet forms to study a class of Banach space valued Ornstein-Uhlenbeck processes. As an example, we look at Walsh's stochastic model of neural response and show that it is a continuous process in any Sobolev space Hα(α < 1⁄2), and that it takes values only among functions with unbounded variation.
DOI : 10.4153/CJM-1993-075-6
Mots-clés : 60H15, 60G17, 60G15
Schmuland, Byron. Non-Symmetric Ornstein-Uhlenbeck Processes in Banach Space Via Dirichlet Forms. Canadian journal of mathematics, Tome 45 (1993) no. 6, pp. 1324-1338. doi: 10.4153/CJM-1993-075-6
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