scientific article; zbMATH DE number 851061

MaRDI QIDQ4867679zbMATH OpenFDO

Authors Lixing Zhang

Publication date 4 March 1996

zbMATH Keywords

modulus of differentiabilityOrnstein-Uhlenbeck processWiener process

Mathematics Subject Classification ID

Sample path properties (60G17) Diffusion processes (60J60)

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Cited in

(4)

• On the fractal nature of increments of the infinite series of OU processes related to the Chung LIL
• Some functional limit theorems for the infinite series of OU processes
• Functional limit theorems for the infinite series of OU processes in Hölder norm
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