| ALMOST SURE CONTINUITY OF INFINITE SERIES OF INDEPENDENT TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES |
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| 引用本文： | 闻继威. ALMOST SURE CONTINUITY OF INFINITE SERIES OF INDEPENDENT TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES[J]. Journal of Zhejiang University. Science. B, 2001, 0(3) |
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| 作者姓名： | 闻继威 |
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| 作者单位： | Department of Mathematics，Zhejiang University，Hangzhou 310028，China |
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| 摘 要： | ＩＮＴＲＯＤＵＣＴＩＯＮＬｅｔ{Ｙ(ｔ) ;-∞ <ｔ <∞ }={Ｘｋ(ｔ) ;-∞ <ｔ<∞ }∞ｋ=1 ｂｅａｓｅｑｕｅｎｃｅｏｆｉｎｄｅｐｅｎ ｄｅｎｔＯｒｎｓｔｅｉｎ Ｕｈｌｅｎｂｅｃｋ (ＯＵ)ｐｒｏｃｅｓｓｅｓｗｉｔｈｃｏｅｆｆｉｃｉｅｎｔｓγｋ≥ 0ａｎｄλｋ>0 ,ｉ.ｅ.,Ｘｋ(·)ｉｓａｓｔａｔｉｏｎａｒｙ ,ｍｅａｎｚｅｒｏＧａｕｓｓｉａｎｐｒｏｃｅｓｓｗｉｔｈＥＸｋ(ｓ)Ｘｋ(ｔ) =(γｋ λｋ)ｅｘｐ( -λｋ|ｔ-ｓ|) ,ｋ=1 ,2 ,… .ＴｈｅｐｒｏｃｅｓｓＹ(·)ｗａｓｆｉｒｓｔｉｎｔｒｏｄｕｃｅｄｂｙＤａｗｓｏｎ ( 1 972 )ａ…
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ALMOST SURE CONTINUITY OF INFINITE SERIES OF INDEPENDENT TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES |
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| WEN Ji|wei. ALMOST SURE CONTINUITY OF INFINITE SERIES OF INDEPENDENT TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES[J]. Journal of Zhejiang University. Science. B, 2001, 0(3) |
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| Authors: | WEN Ji|wei |
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| Abstract: | This study on the conditions for the convergence and almost|sure continuity of infinite series of independent two|parameter Ornstein|Uhlenbeck processes yielded sufficient conditions similar to that for independent one|parameter Ornstein|Uhlenbeck processes. |
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| Keywords: | two|parameter Ornstein|Uhlenbeck processes infinite series almost|sure continuity |
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