Multi-parameter infinite-dimensional(r,δ)-OU process

作     者：WANG ZikunInstitute of Mathematics, Shantou University, Shantou 515063, China Department of Mathematics, Beijing Normal University, Beijing 100875, China 

作者机构：Institute of Mathematics Shantou University Shantou China Department of Mathematics Beijing Normal University Beijing China 

出 版 物：《Chinese Science Bulletin》 (科学通报(英文版))

年 卷 期：1999年第44卷第5期

页      面：418-423页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：National Natural Science Foundation of China 

主　　题：multi-parameter (r δ)-OUPn∞ absolute continuity in hierarchy. 

摘      要：The definition of n-parameter infinite-dimensional (r, δ) -Ornstein-Uhlenbeck process {X_t (·)}((r,δ)-OUP_n~∞ for short) is given. The absolute continuity of distribution μ_t of X_t(·) and the limit of X_t(·) when |t|→∞ is discussed.