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Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process |
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| Authors: | Gehringer Johann Li Xue-Mei |
| Institution: | 1.Imperial College, London, UK ; |
| Abstract: | Journal of Theoretical Probability - We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein–Uhlenbeck process, providing the foundation for the... |
| Keywords: | |
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