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Journal of Zhejiang University SCIENCE A 2001 Vol.2 No.3 P.253-256

http://doi.org/10.1631/jzus.2001.0253


ALMOST SURE CONTINUITY OF INFINITE SERIES OF INDEPENDENT TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES


Author(s):  WEN Ji-wei

Affiliation(s):  Department of Mathematics, Zhejiang University, Hangzhou 310028, China

Corresponding email(s): 

Key Words:  two-parameter Ornstein-Uhlenbeck processes, infinite series, almost-sure continuity


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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 A, 2001, 2(3): 253-256.

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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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Reference

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[9] Lin, Z. Y., 1995a. On moduli of continuity for a two-parameter Ornstein-Uhlenbeck process. Acta Math. Hungar, 66:345-360.

[10] Lin, Z. Y., 1995b. On large increments of a two-parameter O-U process. Acta Math. Sinica, New Series, 11(Special Issue):59-68.

[11] Lin, Z. Y., 1995c. On large increments of infinite series of Ornstein-Uhlenbeck processes. Stochastic Processes their Appl., 60:161-169.

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[13] Wang, Z. K., 1983. The two-parameter Ornstein-Uhlenbeck Process. Acta Math. Scientia, 3:395-406(in Chinese).

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