Continuity of l
2 two-parameter ornstein-uhlenbeck processes |
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Authors: | Wen Jiwei |
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Institution: | (1) Dept. of Math., Zhejiang Univ, Xixi Campus, 310028 Hangzhou |
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Abstract: | Let {Y(t);t=(t 1,t2)≥0}={Xk(t1,t2);t1≥0,t2≥0} k=1 ∞ , be a sequence of two-parameter Ornstein-Uhlenbeck processes (OUP2) with coefficient a k>0,ßk>0.. A Fernique type inequality is established and the sufficient condition for a. s. l 2 continuity of Y(?) is studied by means of the inequality. |
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Keywords: | 60F15 60F17 |
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