Some functional limit theorems for the infinite series of OU processes
type: Item
instance of: scholarly article
title: Some functional limit theorems for the infinite series of OU processes
zbMATH Open document ID: 1037.60033
DOI: 10.1142/S0252959903000232
published in: Chinese Annals of Mathematics. Series B
publication date: 2004-03-17T00:00:00Z
review text: The authors present the functional modulus of continuity and Strassen's functional LIL of an infinite series of independent Ornstein-Uhlenbeck processes, which also imply Lévy's exact modulus of continuity and LIL of this process, respectively.
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G15
zbMATH DE Number: 2059859
zbMATH Keywords: Ornstein-Uhlenbeck processes
zbMATH Keywords: stationary Gaussian processes
zbMATH Keywords: modulus of continuity
zbMATH Keywords: law of the iterated logarithm
author: Wensheng Wang
author: Zhengyan Lin
reviewed by: Zdzisław Rychlik
MaRDI profile type: Publication
full work available at URL: s0252959903000232
OpenAlex ID: W2031082587
description: scientific article; zbMATH DE number 2059859