ASYMPTOTIC SIZE OF THE ORNSTEIN-UHLENBECK PROCESSES

Authors
STOICA G
Citation
G. Stoica, ASYMPTOTIC SIZE OF THE ORNSTEIN-UHLENBECK PROCESSES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 320(4), 1995, pp. 485-488
Citations number
10
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
320
Issue
4
Year of publication
1995
Pages
485 - 488
Database
ISI
SICI code
0764-4442(1995)320:4<485:ASOTOP>2.0.ZU;2-P
Abstract
We undertake the asymptotic study for the infinite sum of independent Ornstein-Uhlenbeck processes and for two-time parameter Ornstein-Uhlen beck processes.