Functional limit theorems for the infinite series of OU processes in Holder norm
In this paper, estimating large deviation probabilities for the infinite series of independent OU processes in Holder norm, we obtain functional limit theorems for this process in the Holder norm, which include functional modulus of continuity and functional LIL for the infinite series of independent OU processes in the Holder norm. (c) 2001 Elsevier Ltd. All rights reserved,
functional limit theorem large deviation probability functional modulus of continuity ornstein-uhlenbeck process stationary gaussian process functional law of the iterated logarithm