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

Voir la notice de l'article provenant de la source Cambridge University Press

Let be a sequence of independent Ornstein-Uhlenbeck processes with coefficients lk and ƛk,i.e., Xk(.)is a Gaussian process with EXk(t) =0 and The process Y(.)was first studied by Dawson (1972) as the stationary solution of the infinite array of stochastic differential equations where are independent Wiener processes (cf. also [6],[19],and [1]).
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
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