2004-05-01
Non-differentiable skew convolution semigroups and related Ornstein-Uhlenbeck processes
Publication
Publication
Potential Analysis
,
Volume 20
-
Issue 3
p. 285-
302
| 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
|