Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula.
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| Title: | Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula. |
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| Authors: | Karlsson, John1 john.karlsson@liu.se, Löbus, Jörg‐Uwe1 loebus@member.ams.org |
| Source: | Mathematische Nachrichten. Dec2016, Vol. 289 Issue 17/18, p2192-2222. 31p. |
| Database: | Academic Search Ultimate |
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| FullText | Links: – Type: pdflink Text: Availability: 1 |
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| Header | DbId: asn DbLabel: Academic Search Ultimate An: 119880231 AccessLevel: 2 PubType: Academic Journal PubTypeId: academicJournal PreciseRelevancyScore: 0 |
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| Items | – Name: Title Label: Title Group: Ti Data: Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Karlsson%2C+John%22">Karlsson, John</searchLink><relatesTo>1</relatesTo><i> john.karlsson@liu.se</i><br /><searchLink fieldCode="AR" term="%22Löbus%2C+Jörg‐Uwe%22">Löbus, Jörg‐Uwe</searchLink><relatesTo>1</relatesTo><i> loebus@member.ams.org</i> – Name: TitleSource Label: Source Group: Src Data: <searchLink fieldCode="JN" term="%22Mathematische+Nachrichten%22">Mathematische Nachrichten</searchLink>. Dec2016, Vol. 289 Issue 17/18, p2192-2222. 31p. |
| PLink | https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=asn&AN=119880231 |
| RecordInfo | BibRecord: BibEntity: Identifiers: – Type: doi Value: 10.1002/mana.201500146 Languages: – Code: eng Text: English PhysicalDescription: Pagination: PageCount: 31 StartPage: 2192 Titles: – TitleFull: Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula. Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Karlsson, John – PersonEntity: Name: NameFull: Löbus, Jörg‐Uwe IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 12 Text: Dec2016 Type: published Y: 2016 Identifiers: – Type: issn-print Value: 0025584X Numbering: – Type: volume Value: 289 – Type: issue Value: 17/18 Titles: – TitleFull: Mathematische Nachrichten Type: main |
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