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Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes

Published online by Cambridge University Press:  20 November 2018

B. Schmuland
B. Schmuland*
Affiliation:
Department of Statistics and Applied Probability University of Alberta Edmonton, Alberta, Canada T6G 2G1
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Abstract

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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.

Keywords

60H1060G1760G15

Information

Type
Research Article
Information
Canadian Mathematical Bulletin , Volume 33 , Issue 3 , 01 September 1990 , pp. 358 - 366
Copyright
Copyright © Canadian Mathematical Society 1990

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