Science & Engineering |
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ALMOST SURE CONTINUITY OF INFINITE SERIES OF INDEPENDENT TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES |
WEN Ji-wei |
Department of Mathematics, Zhejiang University, Hangzhou 310028, China |
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Abstract This study on the conditions for the convergence and almost-sure continuity of infinite series of independent two-parameter Ornstein-Uhlenbeck processes yielded sufficient conditions similar to that for independent one-parameter Ornstein-Uhlenbeck processes.
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Received: 30 August 2000
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