Some functional limit theorems for the infinite series of OU processes

DOI10.1142/S0252959903000232zbMath1037.60033OpenAlexW2031082587MaRDI QIDQ1425583

Zheng Yan Lin, Wen Sheng Wang

Publication date: 17 March 2004

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0252959903000232

zbMATH Keywords

modulus of continuitylaw of the iterated logarithmOrnstein-Uhlenbeck processesstationary Gaussian processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17)

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Functional limit theorems for the infinite series of OU processes in Hölder norm

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