Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and Brownian bridges

Author: Rusakov O.  

Publisher: Springer Publishing Company

ISSN: 1072-3374

Source: Journal of Mathematical Sciences, Vol.176, Iss.2, 2011-07, pp. : 232-238

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Abstract