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

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

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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