摘要
在本文中,我们证明了两参数OU过程的钟重对数律．
In this paper, we obtain the Chung's law of iterated logarithm for a two-parameter Orstein-Uhienbeckprocess.
出处
《应用概率统计》
CSCD
北大核心
2002年第2期119-124,共6页
Chinese Journal of Applied Probability and Statistics
基金
Project 10071072 supported by NSFC and supported by Natural Science Fund(101016)of Zhejiang Province.Supported by an NSERC Canada grant at the University of Western Ontario.
关键词
两参数OU过程
钟重对数律
: two-parameter Ornstein-Uhlenbeck process, Chung's law of iteraed logarithm.AMS Subject Classification: 60F15, 60G15, 60G17.
