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Non-Symmetric Ornstein-Uhlenbeck Processes in Banach Space Via Dirichlet Forms

Published online by Cambridge University Press:  20 November 2018

Byron Schmuland
Byron Schmuland*
Affiliation:
Department of Statistics and Applied Probability University of Alberta Edmonton, Alberta T6G 2G1
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Abstract

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We use recent advances in the theory of non-symmetric Dirichlet forms to study a class of Banach space valued Ornstein-Uhlenbeck processes. As an example, we look at Walsh's stochastic model of neural response and show that it is a continuous process in any Sobolev space Hα(α < ½), and that it takes values only among functions with unbounded variation.

Keywords

60H1560G1760G15
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 45 , Issue 6 , 01 December 1993 , pp. 1324 - 1338
Copyright
Copyright © Canadian Mathematical Society 1993

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