Some functional limit theorems for the infinite series of OU processes (Q1425583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some functional limit theorems for the infinite series of OU processes |
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Some functional limit theorems for the infinite series of OU processes (English)
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17 March 2004
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The authors present the functional modulus of continuity and Strassen's functional LIL of an infinite series of independent Ornstein-Uhlenbeck processes, which also imply Lévy's exact modulus of continuity and LIL of this process, respectively.
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Ornstein-Uhlenbeck processes
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stationary Gaussian processes
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modulus of continuity
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law of the iterated logarithm
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