Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces.

Jegaraj, Terence

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 552-559
  • ISSN: 1083-589X

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Jegaraj, Terence. "Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces.." Electronic Communications in Probability [electronic only] 14 (2009): 552-559. <http://eudml.org/doc/231074>.

@article{Jegaraj2009,
author = {Jegaraj, Terence},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {small time asymptotics; densities; Hilbert space; Ornstein-Uhlenbeck},
language = {eng},
pages = {552-559},
publisher = {University of Washington},
title = {Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces.},
url = {http://eudml.org/doc/231074},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Jegaraj, Terence
TI - Small time asymptotics of Ornstein-Uhlenbeck densities in Hilbert spaces.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 552
EP - 559
LA - eng
KW - small time asymptotics; densities; Hilbert space; Ornstein-Uhlenbeck
UR - http://eudml.org/doc/231074
ER -

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