Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type

Journal of the Mathematical Society of Japan

Volumn 50, Issue 1, 1998, Pages 154-168

  Watanabe, Toshiro ^a  

^a UNIVERSITY OF AIZU   (Japan)

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EID: 0040428309     PISSN: 00255645     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. K. Sato, T. Watanabe, K. Yamamuro and M. Yamazato, Multidimensional process of Omstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms, Nagoya Math. J. 141 (1996), 45-78.
2. K. Sato, T. Watanabe and M. Yamazato, Recurrence conditions for multidimensional processes of Omstein-Uhlenbeck type, J. Math. Soc. Japan 46 (1994), 245-265
3. K. Sato and M. Yamazato, Stationary processes of Ornstein-Uhlenbeck type, Lecture Notes in Math. (Springer) 1021 (1983), 541-551.
4. K. Sato and M. Yamazato, Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type, Stoch. Proc. Appl. 17 (1984), 73-100.
5. K. Sato and M. Yamazato, Remarks on recurrence criteria for processes of Omstein-Uhlenbeck type, Lecture Notes in Math. (Springer) 1540 (1993), 329-340.
6. T. Shiga, A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type, Prob. Th. Rel. Fields 85 (1990), 425-447.
7. n, Stoch. Proc. Appl. 12 (1982), 301-312.