THE RATE OF ESCAPE FOR SOME GAUSSIAN-PROCESSES AND THE SCATTERING-THEORY FOR THEIR SMALL PERTURBATIONS

Citation
S. Albeverio et Vn. Kolokoltsov, THE RATE OF ESCAPE FOR SOME GAUSSIAN-PROCESSES AND THE SCATTERING-THEORY FOR THEIR SMALL PERTURBATIONS, Stochastic processes and their applications, 67(2), 1997, pp. 139-159
Citations number
31
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
03044149
Volume
67
Issue
2
Year of publication
1997
Pages
139 - 159
Database
ISI
SICI code
0304-4149(1997)67:2<139:TROEFS>2.0.ZU;2-1
Abstract
A detailed estimate on the growth of the position coordinate in a nonl inearly perturbed Ornstein-Uhlenbeck phase process is given in all dim ensions d greater than or equal to 3. The corresponding stochastic wav e operators are constructed. A corresponding asymptotics of the phase space process for stochastically perturbed oscillator processes, and s ystems of semilinear stochastic differential equations with nondiagona l constant diffusion matrix is also studied, Extensions to infinite di mensional cases (stochastically perturbed wave equation and Schrodinge r equations) are given.