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Continuity of l 2 two-parameter ornstein-uhlenbeck processes
Authors:Wen Jiwei
Institution:(1) Dept. of Math., Zhejiang Univ, Xixi Campus, 310028 Hangzhou
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.
Keywords:60F15  60F17
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