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Volumn 26, Issue 2, 1998, Pages 465-478

Ornstein-Uhlenbeck processes indexed by the circle

Author keywords

Brownian motion of loops; Gaussian processes; Ornstein Uhlenbeck process; Two sided Markov property

Indexed keywords


EID: 0032379790     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1022855640     Document Type: Article
Times cited : (11)

References (9)
  • 1
    • 0010950066 scopus 로고
    • Construction of a rotationally invariant diffusion on the free loop space
    • ALBEVERIO, S., LÉANDRE, R. and RÖCKNER, M. (1993). Construction of a rotationally invariant diffusion on the free loop space. C.R. Acod. Sci. Paris Sér. I Math. 316 287-292.
    • (1993) C.R. Acod. Sci. Paris Sér. I Math. , vol.316 , pp. 287-292
    • Albeverio, S.1    Léandre, R.2    Röckner, M.3
  • 2
    • 0003292618 scopus 로고
    • Some questions in the theory of moments
    • Amer. Math. Soc., Providence, R.I.
    • AHEIZER, N. I. and KREIN, M. (1962). Some questions in the theory of moments. Translations of Mathematical Monographs 2. Amer. Math. Soc., Providence, R.I.
    • (1962) Translations of Mathematical Monographs , vol.2
    • Aheizer, N.I.1    Krein, M.2
  • 3
    • 0001010672 scopus 로고
    • Construction of diffusions on path and loop spaces of compact riemannian manifolds
    • DRIVER, B. K. and RÖCKNER, M. (1992). Construction of diffusions on path and loop spaces of compact Riemannian manifolds. C.R. Acad. Sci. Paris. Sér. I. Math. 315 603-608.
    • (1992) C.R. Acad. Sci. Paris. Sér. I. Math. , vol.315 , pp. 603-608
    • Driver, B.K.1    Röckner, M.2
  • 4
    • 0039843079 scopus 로고    scopus 로고
    • White noise indexed by loops
    • To appear
    • ENCHEV, O. B. (1998). White noise indexed by loops. Ann. Probab. To appear.
    • (1998) Ann. Probab.
    • Enchev, O.B.1
  • 5
    • 0030578079 scopus 로고    scopus 로고
    • Pinned Brownian motion and its perturbations
    • ENCHEV, O. and STROOCK, D. W. (1996). Pinned Brownian motion and its perturbations. Adv. in Math. 119 127-154.
    • (1996) Adv. in Math. , vol.119 , pp. 127-154
    • Enchev, O.1    Stroock, D.W.2
  • 6
    • 84972534182 scopus 로고
    • Periodic Gaussian Osterwalder-Schrader positive processes and the two-sided Markov property on the circle
    • KLEIN, A. and LANDAU, L. J. (1981). Periodic Gaussian Osterwalder-Schrader positive processes and the two-sided Markov property on the circle. Pacific J. Math. 94 341-367.
    • (1981) Pacific J. Math. , vol.94 , pp. 341-367
    • Klein, A.1    Landau, L.J.2
  • 7
    • 58149364016 scopus 로고
    • Twisted sheets
    • NORRIS, J. R. (1995). Twisted sheets. J. Funct. Anal. 132 273-334.
    • (1995) J. Funct. Anal. , vol.132 , pp. 273-334
    • Norris, J.R.1
  • 8
    • 0000918445 scopus 로고
    • Linear stochastic differential equations with boundary conditions
    • OCONE, D. and PARDOUX, E. (1989). Linear stochastic differential equations with boundary conditions. Probab. Theory Related Fields 82 489-526.
    • (1989) Probab. Theory Related Fields , vol.82 , pp. 489-526
    • Ocone, D.1    Pardoux, E.2
  • 9
    • 0001573296 scopus 로고
    • A Markov property for Gaussian processes with a multi-dimensional parameter
    • PITT, L. D. (1971). A Markov property for Gaussian processes with a multi-dimensional parameter. Arch. Rat. Mech. Anal. 43 367-391.
    • (1971) Arch. Rat. Mech. Anal. , vol.43 , pp. 367-391
    • Pitt, L.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.