The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson time: an estimate for the rate of convergence (Q5325331)
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scientific article; zbMATH DE number 5592542
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| English | The invariance principle for the Ornstein-Uhlenbeck process with fast Poisson time: an estimate for the rate of convergence |
scientific article; zbMATH DE number 5592542 |
Statements
8 August 2009
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Ornstein-Uhlenbeck process
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distribution of supremum
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Poisson process
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0.7987334132194519
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0.7477580904960632
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0.7389877438545227
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