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CONTINUITY OF l^2-VALUED TWO-PARAMETER ORNSTEIN UHLENBECK PROCESSES
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作者 Wen JiweiDept. of Math.,Zhejiang Univ.(Xixi Campus),Hangzhou 310028. 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2001年第4期423-429,共7页
Let {Y (t);t= (t 1,t 2)≥0}={X k(t 1,t 2);t 1≥0,t 2≥0} ∞ k=1 be a sequence of two parameter Ornstein Uhlenbeck processes (OUP 2) with coefficients α k>0,β k>0 . A Fernique type in... Let {Y (t);t= (t 1,t 2)≥0}={X k(t 1,t 2);t 1≥0,t 2≥0} ∞ k=1 be a sequence of two parameter Ornstein Uhlenbeck processes (OUP 2) with coefficients α k>0,β k>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. 展开更多
关键词 l 2 valued two parameter Ornstein Uhlenbeck processes fernique type inequality continuity.
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