Article ID Journal Published Year Pages File Type
1155386 Stochastic Processes and their Applications 2016 8 Pages PDF
Abstract

We present the correct space of test functions for the Ornstein–Uhlenbeck processes defined in Franco et al. (2013). Under these new spaces, an invariance with respect to a second order operator is shown, granting the existence and uniqueness of those processes. Moreover, we detail how to prove some properties of the semigroups, which are required in the proof of uniqueness.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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