Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
ジャーナル
フリー
1998 年 50 巻 1 号 p. 155-168
詳細
- Published: 1998 Received: 1996/01/24 Available on J-STAGE: 2006/10/20 Accepted: - Advance online publication: - Revised: -
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訂正情報
訂正日: 2006/10/20 訂正理由: - 訂正箇所: 引用文献情報 訂正内容: Wrong : 1) K. Sato, T. Watanabe, K. Yamamuro and M. Yamazato, Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms, Nagoya Math. J. 141 (1996), 45- 78
2) K. Sato, T. Watanabe and M. Yamazato, Recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type, J. Math. Soc. Japan 46 (1994), 245-265.
3) K. Sato and M. Yamazato, Stationary processes of Ornstein-Uhlenbeck type, Lecture Notes in Math. (Springer) 1021 (1983), 541-551.
4) K. Sato and M.Yamazato, Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type, Stoch. Proc. Appl. 17 (1984), 73-100.
5) K. Sato and M. Yamazato, Remarks on recurrence criteria for processes of Ornstein-Uhlenbeck type, Lecture Notes in Math. (Springer) 1540 (1993), 329-340.
6) T. Shiga, A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type, Prob. Th. Rel. Fields 85 (1990), 425-447.
7) S. J. Wolfe, On a continuous analogue of the stochastic difference equation Xn=ρXn-1+Bn, Stoch. Proc. Appl. 12 (1982), 301-312.
Right : [1] K. Sato, T. Watanabe, K. Yamamuro and M. Yamazato, Multidimensional process of Ornstein-Uhlenbeck type with nondiagonalizable matrix in linear drift terms, Nagoya Math. J. 141 (1996), 45-78
[2] K. Sato, T. Watanabe and M. Yamazato, Recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type, J. Math. Soc. Japan 46 (1994), 245-265.
[3] K. Sato and M. Yamazato, Stationary processes of Ornstein-Uhlenbeck type, Lecture Notes in Math. (Springer) 1021 (1983), 541-551.
[4] K. Sato and M. Yamazato, Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type, Stoch. Proc. Appl. 17 (1984), 73-100.
[5] K. Sato and M. Yamazato, Remarks on recurrence criteria for processes of Ornstein-Uhlenbeck type, Lecture Notes in Math. (Springer) 1540 (1993), 329-340.
[6] T. Shiga, A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type, Prob. Th. Rel. Fields 85 (1990), 425-447.
[7] S. J. Wolfe, On a continuous analogue of the stochastic difference equation Xn=ρXn-1+Bn, Stoch. Proc. Appl. 12 (1982), 301-312.
訂正日: 2006/10/20 訂正理由: - 訂正箇所: PDFファイル 訂正内容: -
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