Conceptio › Archive › arXiv (All)
arXiv (All) open access

The Ornstein$-$Uhlenbeck process on $\mathscr P_2$ with a volatility operator

Grothaus, Martin et al.
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
60j25probability
We analyze diffusion processes ${(μ_t)}_{t\geq 0}$ on the $2$-Wasserstein space $\mathscr P_2$ over $\mathbb R^d$, which can be classified as Ornstein--Uhlenbeck processes by means of their Fukushima decomposition. Characteristically for this class, $ | μ_t|_2^2-|μ_0|_2^2-2ct+2\int_0 ^t|μ_s|_2^2\,d
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 1491537
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive