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Randomization Moduli of Continuity for ℓ2-Norm Squared Ornstein-Uhlenbeck Processes

Published online by Cambridge University Press:  20 November 2018

M. Csorgő ,
Z.-Y. Lin  and
Q.-M. Shao
M. Csorgő
Affiliation:
Department of Mathematics and Statistics, Carleton University, Ottawa, Ontario, KIS 5B6
Z.-Y. Lin
Affiliation:
Department of Mathematics, Hangzhou University, Hangzhou, Zhejiang, People's Republic of China
Q.-M. Shao
Affiliation:
Department of Mathematics, Hangzhou University, Hangzhou, Zhejiang, People's Republic of China
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Abstract

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We establish exact randomized moduli of continuity for ℓ2-norm squared independent Ornstein–Uhlenbeck processes.

Keywords

60G1560G1060F1560F10ℓ2-normOrnstein-Uhlenbeck processesmoduli of continuityrandom normalization

Information

Type
Research Article
Information
Canadian Journal of Mathematics , Volume 45 , Issue 2 , 01 April 1993 , pp. 269 - 283
Copyright
Copyright © Canadian Mathematical Society 1993

References

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