Functional Law for the Anticipating Ornstein-Uhlenbeck Process

被引：0

作者：

George Stoica

机构：

[1] University of New Brunswick,Department of Mathematical Sciences

来源：

Acta Applicandae Mathematicae | 2009年 / 106卷

关键词：

Simple logarithm law; Ornstein-Uhlenbeck process with anticipating initial data; 60H17; 60H10;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We prove a functional law of simple logarithm for the Ornstein-Uhlenbeck process with anticipating initial data.

引用

页码：275 / 278

页数：3

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