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Non-Markovian fluctuation limits of infinite particle systems

 

作者: Pawel Lewicki,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1992）
卷期: Volume 10, issue 1  

页码: 17-44

 

ISSN:0736-2994

 

年代: 1992

 

DOI:10.1080/07362999208809255

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

S′-valued Gaussian processes of a certain class are shown to have the semimartingale decomposition similar to that one given by the Ornstein-Uhlenbeck equation. There is given a simple sufficient condition for the family of fluctuations to be tight.The non–Markov property for this class of processes is investigated

 

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