Voir la notice de l'article provenant de la source Cambridge University Press
Csörgö, Miklós; Lin, Zhengyan. On Moduli of Continuity for Gaussian and l 2-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes. Canadian journal of mathematics, Tome 42 (1990) no. 1, pp. 141-158. doi: 10.4153/CJM-1990-009-6
@article{10_4153_CJM_1990_009_6,
author = {Cs\"org\"o, Mikl\'os and Lin, Zhengyan},
title = {On {Moduli} of {Continuity} for {Gaussian} and l {2-Norm} {Squared} {Processes} {Generated} by {Ornstein-Uhlenbeck} {Processes}},
journal = {Canadian journal of mathematics},
pages = {141--158},
year = {1990},
volume = {42},
number = {1},
doi = {10.4153/CJM-1990-009-6},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CJM-1990-009-6/}
}
TY - JOUR AU - Csörgö, Miklós AU - Lin, Zhengyan TI - On Moduli of Continuity for Gaussian and l 2-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes JO - Canadian journal of mathematics PY - 1990 SP - 141 EP - 158 VL - 42 IS - 1 UR - http://geodesic.mathdoc.fr/articles/10.4153/CJM-1990-009-6/ DO - 10.4153/CJM-1990-009-6 ID - 10_4153_CJM_1990_009_6 ER -
%0 Journal Article %A Csörgö, Miklós %A Lin, Zhengyan %T On Moduli of Continuity for Gaussian and l 2-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes %J Canadian journal of mathematics %D 1990 %P 141-158 %V 42 %N 1 %U http://geodesic.mathdoc.fr/articles/10.4153/CJM-1990-009-6/ %R 10.4153/CJM-1990-009-6 %F 10_4153_CJM_1990_009_6
[1] 1. Antoniadis, A. and Carmona, R., Eigenfunction expansions for infinite dimensional Ornstein-Uhlenbeck processes, Probab. Theory Related Fields 74 (1987), 31–54. Google Scholar
[2] 2. Belyaev, K. Yu., Continuity and Hölder's conditions for sample functions of stationary Gaussian processes, in: Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles (University of California Press, 1960), 23–34. Google Scholar
[3] 3. Csörgo, M. and Lin, Z.Y., On moduli of continuity for Gaussian and x2 processes generated by Ornstein-Uhlenbeck processes, C.R. Math. Rep. Acad. Sci. Canada 10 (1988), 203–207. Google Scholar
[4] 4. Csörgö, M. and Révész, P., Strong approximations in probability and statistics (Akadémiai Kiadô, Budapest - Academic Press, New York, 1981). Google Scholar
[5] 5. Dawson, D.A., Stochastic evolution equations, Math. Biosciences 75 (1972), 287–316. Google Scholar
[6] 6. Stochastic evolution equations and related measure processes, J. Multivariate Anal. 5 (1975), 1–52. Google Scholar
[7] 7. Fernique, X., La régularité des fonctions aléatoires d'Ornstein-Uhlenbeck à valeurs dans l2; le cas diagonal, Manuscript (1989). Google Scholar
[8] 8. Iscoe, I., Marcus, M., McDonald, D., Talagrand, M. and Zinn, J., Continuity of I2 -valued Ornstein-Uhlenbeck processes, Manuscript (1989). Google Scholar
[9] 9. Iscoe, I. and McDonald, D., Continuity of I2-valued Ornstein-Uhlenbeck processes, Tech. Rep. Ser. Lab. Res. Stat. Probab. 58, Carleton University-University of Ottawa (1986). Google Scholar
[10] 10. Jain, N.C. and Marcus, M.B., Continuity of subgaussian processes, in: Probability on Banach spaces, Advances in probability and related topics 4 (1978), 81–196. Google Scholar
[11] 11. Marcus, M.B., Hölder conditions for Gaussian processes with stationary increments, Trans. Amer. Math. Soc. 134 (1968), 29–52. Google Scholar
[12] 12. Marcus, M.B., Hölder conditions for continuous Gaussian processes, Osaka J. Math. 7 (1970), 483- 494. Google Scholar
[13] 13. Marcus, M.B. and Shepp, L.A., Gaussian processes, in: Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Berkeley and Los Angeles (University of California Press, 1971), 423–442. Google Scholar
[14] 14. Nisio, M., On the continuity of stationary Gaussian processes, Nagoya Math. J. 34 (1969), 89–104. Google Scholar
[15] 15. Schmuland, B., Moduli of continuity for some Hilbert space valued Ornstein-Uhlenbeck processes, C.R. Math. Rep. Acad. Sci. Canada 10 (1988), 197–202. Google Scholar
[16] 16. Schmuland, B., Some regularity results on infinite dimensional diffusions via Dirichlet forms, Stoch. Anal, and Applications 6 (1988), 327–348. Google Scholar
[17] 17. Sirao, T. and Watanabe, H., On the Holder continuity of stationary Gaussian processes, Proc. Japan Acad. 44 (1968), 482–484. Google Scholar
[18] 18. Slepian, D., The one sided barrier problem for Gaussian noise, Bell. Syst. Tech. J. 41 (1962), 463–501. Google Scholar
[19] 19. Walsh, J.B., A stochastic model of neural response, Adv. Appl. Probab. 13 (1981), 231–281. Google Scholar
Cité par Sources :