Two parameter extension of an observation of Poincaré

Gregory J. Morrow; Martin L. Silverstein

Séminaire de probabilités de Strasbourg (1986)

  • Volume: 20, page 396-418

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Morrow, Gregory J., and Silverstein, Martin L.. "Two parameter extension of an observation of Poincaré." Séminaire de probabilités de Strasbourg 20 (1986): 396-418. <http://eudml.org/doc/113559>.

@article{Morrow1986,
author = {Morrow, Gregory J., Silverstein, Martin L.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {infinite dimensional Ornstein-Uhlenbeck process},
language = {eng},
pages = {396-418},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Two parameter extension of an observation of Poincaré},
url = {http://eudml.org/doc/113559},
volume = {20},
year = {1986},
}

TY - JOUR
AU - Morrow, Gregory J.
AU - Silverstein, Martin L.
TI - Two parameter extension of an observation of Poincaré
JO - Séminaire de probabilités de Strasbourg
PY - 1986
PB - Springer - Lecture Notes in Mathematics
VL - 20
SP - 396
EP - 418
LA - eng
KW - infinite dimensional Ornstein-Uhlenbeck process
UR - http://eudml.org/doc/113559
ER -

References

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  1. 1. Billingsley, P. (1968). Convergence of Probability Measures. Wiley, New York. Zbl0172.21201MR233396
  2. 2. Garsia, A. (1973). Martingale Inequalities. W.A. Benjamin, Reading, Mass. Zbl0284.60046MR448538
  3. 3. McKean, H.P. (1973). Geometry of Differential Space. Annals of Prob.1, pp. 197-206. Zbl0263.60035MR353471
  4. 4. Malliavin, P. (1976). Stochastic Calculus of Variations and Hypoelliptic Operators. Proc. Intern. Conf. on Stoch. Diff. Eqs. Kyoto1976, pp. 195-263. New York, Wiley. Zbl0411.60060
  5. 5. Meyer, P.A. (1981). Note sur les Processus d'Ornstein-Uhlenbeck. Sem. de Prob. XIV, pp. 95-132. Lect Notes in Math.920, Springer-Verlag. Zbl0481.60041MR658673
  6. 6. Müller, C. (1966). Spherical Harmonics. Lecture Notes in Mathematics17, Springer-Verlag. Zbl0138.05101MR199449
  7. 7. Poincarè, H. (1912). Calcul des Probabilitès. Gauthier-Villars, Paris. JFM43.0308.04
  8. 8. Skorokhod, A.V. (1965). Studies in the Theory of Random Processes. Addison-Wesley. Reading, Mass. Zbl0146.37701MR185620
  9. 9. Stein, E.M. and Weiss, G. (1971). Introduction to Fourier Analysis on Euclidean Spaces. Princeton University Press. Zbl0232.42007MR304972
  10. 10. Stroock, D. (1981). The Malliavan Calculus and its Applications to 2nd Order Parabolic Differential Equations. Math. Systems Th.13, 1981. Zbl0474.60061
  11. 11. Vilenkin, N.J. (1968). Special Functions and the Theory of Group Representations. Translations of Mathematical Monographs, V. 22. American Mathematics Society. Zbl0172.18404MR229863
  12. 12. Williams, D. (1981). Notes. 

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