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Stochastic Analysis and Applications Volume 9, 1991 - Issue 1
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Original Articles

A conditioned ornstein–uhlenbeck process on a hilbert space

Isabel Simāo Dcpartamento de Matcmática, Faculdade de Ciências de Lisboa, Bloco Cl, 3° Piso, Lisboa, 1700, Portugal
Pages 85-98 | Published online: 03 Apr 2007
 
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Abstract

An infinite system of stochastic differential equations is given, each of which defines a pinned Ornstein–Uhlenbeck process on R , and it is shown that the system defines a pinned Ornstein–Uhlenbeck process on a certain Hubert space

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