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Functional Law for the Anticipating Ornstein-Uhlenbeck Process |
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| Authors: | George Stoica |
| Institution: | (1) Department of Mathematical Sciences, University of New Brunswick, Saint John, NB, E2L 4L5, Canada |
| Abstract: | We prove a functional law of simple logarithm for the Ornstein-Uhlenbeck process with anticipating initial data. |
| Keywords: | Simple logarithm law Ornstein-Uhlenbeck process with anticipating initial data |
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