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The Martin boundary of two dimensional Ornstein-Uhlenbeck processes. (English) Zbl 0513.60073

Probability, statistics and analysis, Lond. Math. Soc. Lect. Note Ser. 79, 63-78 (1983).

MSC:

60J50 Boundary theory for Markov processes
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)

Citations:

Zbl 0491.00016