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

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

zbMATH Keywords

large deviation probabilityOrnstein-Uhlenbeck processstationary Gaussian processfunctional limit theoremfunctional modulus of continuityfunctional law of the iterated logarithm

Mathematics Subject Classification ID

Large deviations (60F10) Functional limit theorems; invariance principles (60F17)

Cites Work

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