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CONTINUITY OF l^2-VALUED TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES

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摘要 Let{Y(t);t=(t1,t2)≥0}={Xk(t1,t2);t1≥0,t2≥0}k∞=1beasequenceoftwo-parameterOrnstein-Uhlenbeckprocesses(OUP2)withcoefficientsαk＞0,βk＞0.AFerniquetypeinequalityisestablishedandthesufficientconditionfora.s.l^2continuityofY(·)isstudiedbymeansoftheinequality.

DOI kwjvgk9qj7/291998

作者 WenJiwei

机构地区不详

出处《高校应用数学学报：英文版（B辑）》 2001年4期

关键词 ORNSTEIN-UHLENBECK过程 Fernique不等式参数分析连续性

分类 [理学][基础数学]

出版日期 2001年04月14日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

高校应用数学学报：英文版（B辑）

高校应用数学学报：英文版（B辑）

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相关关键词

ORNSTEIN-UHLENBECK过程 Fernique不等式参数分析连续性

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