AbstractWe establish moduli of continuity and large increment properties for stationary increment Gaussian processes in order to study the path behavior of infinite series of independent Ornstein-Uhlenbeck processes. The existence and continuity of the latter infinite series type Gaussian processes are proved via showing that under a global condition their partial sum processes converge uniformly over finite intervals with probability one
Abstract. Let X be a n-dimensional Ornstein-Uhlenbeck process, solution of the S.D.E. dXt = AXt dt +...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
Consider events of the form {Zs ≥ ζ (s),s ∈ S}, where Z is a continuous Gaussian process with statio...
AbstractWe establish moduli of continuity and large increment properties for stationary increment Ga...
AbstractWe establish large increment properties for infinite series of independent Ornstein-Uhlenbec...
We establish large increment properties for infinite series of independent Ornstein-Uhlenbeck proces...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
Abstract. The infinite (in both directions) sequence of the distributions µ(k) of the stochastic int...
The paper deals with random step-line processes defined by sums of independent identically distribut...
AbstractThe aim of this work is the study of limit points of Gaussian processes with continuous path...
A class of infinite dimensional Ornstein-Uhlenbeck processes that arise as solutions of stochastic p...
The generalised Ornstein-Uhlenbeck process constructed from a bivariate Lévy process ([xi]t,[eta]t)t...
MI: Global COE Program Education-and-Research Hub for Mathematics-for-IndustryグローバルCOEプログラム「マス・フォア・イ...
We investigate transition law between consecutive observations of Ornstein– Uhlenbeck processes of i...
This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci. 45 (2009) 745-785) to charac...
Abstract. Let X be a n-dimensional Ornstein-Uhlenbeck process, solution of the S.D.E. dXt = AXt dt +...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
Consider events of the form {Zs ≥ ζ (s),s ∈ S}, where Z is a continuous Gaussian process with statio...
AbstractWe establish moduli of continuity and large increment properties for stationary increment Ga...
AbstractWe establish large increment properties for infinite series of independent Ornstein-Uhlenbec...
We establish large increment properties for infinite series of independent Ornstein-Uhlenbeck proces...
We consider a family of stationary Gaussian processes that includes the stationary Ornstein-Uhlenbec...
Abstract. The infinite (in both directions) sequence of the distributions µ(k) of the stochastic int...
The paper deals with random step-line processes defined by sums of independent identically distribut...
AbstractThe aim of this work is the study of limit points of Gaussian processes with continuous path...
A class of infinite dimensional Ornstein-Uhlenbeck processes that arise as solutions of stochastic p...
The generalised Ornstein-Uhlenbeck process constructed from a bivariate Lévy process ([xi]t,[eta]t)t...
MI: Global COE Program Education-and-Research Hub for Mathematics-for-IndustryグローバルCOEプログラム「マス・フォア・イ...
We investigate transition law between consecutive observations of Ornstein– Uhlenbeck processes of i...
This is a continuation of the earlier work (Publ. Res. Inst. Math. Sci. 45 (2009) 745-785) to charac...
Abstract. Let X be a n-dimensional Ornstein-Uhlenbeck process, solution of the S.D.E. dXt = AXt dt +...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
Consider events of the form {Zs ≥ ζ (s),s ∈ S}, where Z is a continuous Gaussian process with statio...