Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes
Canadian mathematical bulletin, Tome 33 (1990) no. 3, pp. 358-366

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DOI

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.
DOI : 10.4153/CMB-1990-060-9
Mots-clés : 60H10, 60G17, 60G15
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
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     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/}
}
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%R 10.4153/CMB-1990-060-9
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