Functional limit theorems for the infinite series of OU processes in Hölder norm
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Publication:2519638
DOI10.1016/j.camwa.2006.12.016zbMath1152.60320OpenAlexW2073602877MaRDI QIDQ2519638
Kyo-Shin Hwang, Zheng Yan Lin, Tian-Xiao Pang
Publication date: 27 January 2009
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2006.12.016
large deviation probabilityOrnstein-Uhlenbeck processstationary Gaussian processfunctional limit theoremfunctional modulus of continuityfunctional law of the iterated logarithm
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