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

作　　者：Wen JiweiDept. of Math.,Zhejiang Univ.(Xixi Campus),Hangzhou 310028. 

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2001年第4期423-429,共7页高校应用数学学报（英文版）（B辑）

基　　金：Research supported by National Natural Science Foundation of China(1 0 0 71 0 2 7)

摘　　要：Let {Y (t);t= (t 1,t 2)≥0}={X k(t 1,t 2);t 1≥0,t 2≥0} ∞ k=1 be a sequence of two parameter Ornstein Uhlenbeck processes (OUP 2) with coefficients α k>0,β k>0 . A Fernique type inequality is established and the sufficient condition for a.s. l 2 continuity of Y(·) is studied by means of the inequality.Let {Y (t);t= (t 1,t 2)≥0}={X k(t 1,t 2);t 1≥0,t 2≥0} ∞ k=1 be a sequence of two parameter Ornstein Uhlenbeck processes (OUP 2) with coefficients α k>0,β k>0 . A Fernique type inequality is established and the sufficient condition for a.s. l 2 continuity of Y(·) is studied by means of the inequality.

关 键 词：l    2  valued two  parameter Ornstein  Uhlenbeck processes Fernique type inequality continuity. 

分 类 号：O211.6[理学—概率论与数理统计]