Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes |
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| Authors: | Anestis Antoniadis Rene Carmona |
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| Institution: | (1) Department of Mathematics, University of California at Irvine, 92717 Irvine, CA, USA |
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| Abstract: | Summary We give a general construction of infinite dimensional Ornstein-Uhlenbeck processes. We present expansions of these processes based on the expansion of the covariance operators in generalized eigenfunctions, and we answer positively some question left open by J.B. Walsh on properties of the hitting times of these processes.Partially supported by NSF-Grant MCS 8202045 |
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