ASYMPTOTIC-BEHAVIOR FOR THE INCREMENTS OF THE ORNSTEIN-UHLENBECK PROCESSES

Authors
STOICA G
Citation
G. Stoica, ASYMPTOTIC-BEHAVIOR FOR THE INCREMENTS OF THE ORNSTEIN-UHLENBECK PROCESSES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 319(3), 1994, pp. 267-270
Citations number
11
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
319
Issue
3
Year of publication
1994
Pages
267 - 270
Database
ISI
SICI code
0764-4442(1994)319:3<267:AFTIOT>2.0.ZU;2-8
Abstract
We obtain functional laws and (uniform) limit laws satisified by the m edium ans small size increments of the velocity Ornstein-Uhlenbeck pro cesses.