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科学通报(英文版) 1999
Multi-parameter infinitedimensional (r, δ)-OU process
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Abstract:
The definition ofn-parameter infinite-dimensional (r, δ)-Ornstein-Uhlenbeck process {Xt (·)} ((r, δ)-OUP n t8 for short) is given. The absolute continuity of distribution μt, ofX t (·) and the limit of Xt (·) when |t |→ ∞ is discussed.
