FUNCTIONAL-BEHAVIOR OF THE ORNSTEIN-UHLEN BECK PROCESSES

Authors
STOICA G
Citation
G. Stoica, FUNCTIONAL-BEHAVIOR OF THE ORNSTEIN-UHLEN BECK PROCESSES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 318(5), 1994, pp. 487-492
Citations number
8
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Comptes rendus de l'Academie des sciences. Serie 1, Mathematique → ACNP
ISSN journal
07644442
Volume
318
Issue
5
Year of publication
1994
Pages
487 - 492
Database
ISI
SICI code
0764-4442(1994)318:5<487:FOTOBP>2.0.ZU;2-B
Abstract
We analyse the asymptotic behavior of the real Ornstein-Uhlenbeck proc esses and we obtain some functional laws concerning these processes, i n connection with the reproducing kernel Hilbert spaces generated by t heir covariance.