AI 中文总结
该研究对Ornstein-Uhlenbeck过程施加长时间区间$L_2$范数受限的条件，发现其弱极限为均值回复力更强的同类型过程，明确了条件对过程的影响。
AI 中文摘要
我们对Ornstein-Uhlenbeck过程进行条件限制，使其在长时间区间上具有异常小的$L_2$范数；这些条件过程的弱极限仍是Ornstein-Uhlenbeck过程，其均值回复力强于无条件过程，且该强度由$L_2$范数的限制条件决定。
英文摘要
We condition an Ornstein-Uhlenbeck process on having an atypically small $L_2$-norm on long time intervals. The weak limit of these conditioned processes is again an Ornstein-Uhlenbeck process, this time with a stronger mean-reverting force than the unconditioned process, which is controlled by the restriction on the $L_2$-norm.
Comments29 pages
