Applications of the graphs to the Generalized Ornstein-Uhlenbeck process

Abstract

We consider the generalized Ornstein- Uhlenbeck equation ${\partial }_{t}X=-m{X}_t+\eta$. In this paper We construct the Lévy noise $\eta$. The generalized Ornstein- Uhlenbeck process $X_t$ will be represented by a special types of graphs called rooted trees with two types of leaves.

This paper has been withdrawn by the author due to a crucial sign error in equation7

Cited by in corpus (1)

• Large diffusion expansion of the transition kernel of the Lévy Ornstein-Uhlenbeck process