Title of article :
On large increments of infinite series of Ornstein-Uhlenbeck processes
Author/Authors :
Lin، نويسنده , , Z.Y.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1995
Abstract :
We establish large increment properties for infinite series of independent Ornstein-Uhlenbeck processes by studying more general Gaussian processes with stationary increments.
Keywords :
Gaussian process with stationary increments , Large increment properties , Infinite dimensional Ornstein-Uhlenbeck process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
