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On the Law of the Iterated Logarithm for Infinite Dimensional Ornstein-Uhlenbeck Processes

Published online by Cambridge University Press:  20 November 2018

QI-Man Shao
QI-Man Shao*
Affiliation:
Department of Mathematics, Hangzhou University, Hangzhou, Zhejiang, People's Republic of China
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Abstract

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Let be independent Ornstein-Uhlenbeck processes and In this paper the law of iterated logarithm for X(t, n)is considered. The results obtained improve those of Csorgő and Lin(1988) and Schmuland(1987).

Keywords

60G1060G1560 G1760F15
Type
Research Article
Information
Canadian Journal of Mathematics , Volume 45 , Issue 1 , 01 February 1993 , pp. 159 - 175
Copyright
Copyright © Canadian Mathematical Society 1993

References

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