Additional Metadata
Keywords Differentiable extension, Generalized Ornstein-Uhlenbeck process, Right continuous realization, Skew convolution semigroup
Persistent URL dx.doi.org/10.1023/B:POTA.0000010666.75722.0e
Journal Potential Analysis
Citation
Dawson, D.A, & Li, Z. (Zenghu). (2004). Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes. Potential Analysis, 20(3), 285–302. doi:10.1023/B:POTA.0000010666.75722.0e