On almost sure limit inferior for \(B\)-valued stochastic processes and applications (Q1332562): Difference between revisions
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English | On almost sure limit inferior for \(B\)-valued stochastic processes and applications |
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On almost sure limit inferior for \(B\)-valued stochastic processes and applications (English)
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17 November 1994
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A criterion on almost sure limit inferior for the increments of \(B\)- valued stochastic processes is presented. Applications to processes of independent increments and to Gaussian processes with stationary increments are given. In particular, an exact limit inferior bound is established for increments of infinite series of independent Ornstein- Uhlenbeck processes.
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almost sure limit inferior
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Gaussian processes
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stationary increments
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Ornstein-Uhlenbeck processes
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