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Journal of Zhejiang University SCIENCE A

ISSN 1673-565X(Print), 1862-1775(Online), Monthly

2001 Vol.2 No.3 P.253-256

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

Department of Mathematics, Zhejiang University, Hangzhou 310028, China

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.

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


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DOI:

10.1631/jzus.2001.0253

CLC number:

O211.4

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On-line Access:

2024-08-27

Received:

2023-10-17

Revision Accepted:

2024-05-08

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