Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes
Canadian mathematical bulletin, Tome 33 (1990) no. 3, pp. 358-366
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We give conditions under which a vector valued Ornstein Uhlenbeck process has continuous sample paths in lp for 1 ≦ p < ∞. We also show when the space lp is not entered at all, i.e., when it has zero capacity.
Schmuland, B. Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes. Canadian mathematical bulletin, Tome 33 (1990) no. 3, pp. 358-366. doi: 10.4153/CMB-1990-060-9
@article{10_4153_CMB_1990_060_9,
author = {Schmuland, B.},
title = {Sample {Path} {Properties} of lp {-Valued} {Ornstein-Uhlenbeck} {Processes}},
journal = {Canadian mathematical bulletin},
pages = {358--366},
year = {1990},
volume = {33},
number = {3},
doi = {10.4153/CMB-1990-060-9},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1990-060-9/}
}
TY - JOUR AU - Schmuland, B. TI - Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes JO - Canadian mathematical bulletin PY - 1990 SP - 358 EP - 366 VL - 33 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1990-060-9/ DO - 10.4153/CMB-1990-060-9 ID - 10_4153_CMB_1990_060_9 ER -
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