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  • Search: subject:"d)-Ornstein-Uhlenbeck processes Recurrence Transience"
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(N 1 d)-Ornstein-Uhlenbeck processes Recurrence Transience 1 d)-Wiener process (N 1
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Chen, X. 1 Wang, H. 1
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Statistics & Probability Letters 1
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On the interval recurrence property of (N, d)-Ornstein-Uhlenbeck processes
Wang, H.; Chen, X. - In: Statistics & Probability Letters 33 (1997) 1, pp. 79-84
Let X(N,d) be a N-parameter Omstein-Uhlenbeck process taking values in ##R##d. In this paper, we prove that, for an arbitrary pair of positive integers (N, d) and any open set S in ##R##d, X(N,d) is recurrent to S. This is surprisingly different from the recurrence properties of the N-parameter...
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