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Supports of super Ornstein-Uhlenbeck processes

鲍玉芳

1995中国科学通报:英文版Economics, Econometrics and Finance被引 1

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摘要

The super Ornstein-Uhlenbeck (super O.U. for short) process is a kind of meas-ure-valued processes. Its underlying processes are O. U. processes with boundless driftcoefficients, so it is not inverstigated by most articles. So far, there have been a few re-sults on super O.U. processes. In this note we obtain some results on their supports.

引用本文(GB/T 7714)

鲍玉芳. Supports of super Ornstein-Uhlenbeck processes[J]. 中国科学通报:英文版, 1995.

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