Shizan Fang
Abstract
The paper has two objects. First, we study some properties of Ornstein-Uhlenbeck process on the Wiener space X by using the Lyons–Zheng's method of forward and backward martingales. Especially, estimates of large deviations for will be obtained. Secondly, we turn our attention to some analytic results by means of Ornstein–Uhlenbeck process
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The paper has two objects. First, we study some properties of Ornstein-Uhlenbeck process on the Wiener space X by using the Lyons–Zheng's method of forward and backward martingales. Especially, estimates of large deviations for will be obtained. Secondly, we turn our attention to some analytic results by means of Ornstein–Uhlenbeck process
Key concepts: Ornstein–Uhlenbeck process, Mathematics, Wiener process, Space (punctuation), Stochastic process, Mathematical analysis, Applied mathematics, Statistical physics