JOURNAL ARTICLE
Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes
Anestis AntoniadisRené Carmona
Year: 1987 Journal: Probability Theory and Related Fields Vol: 74 (1)Pages: 31-54 Publisher: Springer Science+Business Media
Keywords:
Eigenfunction Mathematics Ornstein–Uhlenbeck process Covariance Mathematical finance Mathematical analysis Stochastic process Pure mathematics Eigenvalues and eigenvectors Statistics Physics
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29
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0.87
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Random Matrices and Applications
Physical Sciences → Mathematics → Statistics and Probability
Stochastic processes and statistical mechanics
Physical Sciences → Mathematics → Mathematical Physics
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