Details

Autor(en) / Beteiligte

• Chuanrong, Lu
• Siwei, Shen
• Xiuyun, Wang

Titel

Local Continuity Modulus for Wiener and Infinite Dimensional OU Processes

Ist Teil von

• Acta mathematica Sinica. English series, 1994-06, Vol.10 (2), p.219-224

Erscheinungsjahr

1994

Quelle

Springer Online Journals

Beschreibungen/Notizen

• <正> In this paper, we gave a proof for the local continuity modulus theorem of theWiener process, i. e., lim t→0 sup 0≤s≤t |W（s）|/（2s log log（1/s））1/2=1 a.s.This result was given by Csrg and Revesz （1981）, but the proof gets them nowhere. We alsogave a similar local continuity modulus result for the infinite dimensional OU processes.