Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155386 | Stochastic Processes and their Applications | 2016 | 8 Pages |
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)
Authors
Tertuliano Franco, Patrícia Gonçalves, Adriana Neumann,