| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 470124 | Computers & Mathematics with Applications | 2007 | 14 Pages |
Abstract
In this paper, estimating large deviation probabilities for the infinite series of independent OU processes in Hölder norm, we obtain functional limit theorems for this process in the Hölder norm, which include functional modulus of continuity and functional LIL for the infinite series of independent OU processes in the Hölder norm.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Zhengyan Lin, Kyo-Shin Hwang, Tian Xiao Pang,