Recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type

MARKOV PROCESSES AND POTENTIAL THEORY

Samuel J. Taylor · Bulletin of the London Mathematical Society · 1969 · 318 citations

Engineering, Sons Ltd. 1967, Physics +9

Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

Ken‐iti Sato, Makoto Yamazato · Stochastic Processes and their Applications · 1984 · 195 citations

Operator-selfdecomposable Distributions, Engineering, Stochastic Processes +7

On a continuous analogue of the stochastic difference equation Xn=ρXn-1+Bn

Stephen James Wolfe · Stochastic Processes and their Applications · 1982 · 168 citations

Engineering, Continuous Analogue, Stochastic Processes +7

Langevins stochastic differential equation extended by a time-delayed term

Uwe Küchler, Beatrice Mensch · Stochastics and stochastics reports · 1992 · 166 citations

Spectral Density, Engineering, Time-delayed Term +7

A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type

Tokuzo Shiga · Probability Theory and Related Fields · 1990 · 38 citations · Full text

Engineering, Recurrence Criterion, Stochastic Processes +3