On the regularity of random Ornstein-Uhlenbeck functions with values in \(l_ p,\;p\in[1,\infty[\) (Q1201181)

The author studies regularity of \(R^ \infty\)-valued random functions \(X=(X_ n,\;n\geq 1)\) such that \(X_ n(t)=a_ nx_ n(b_ nt)\) where \(a_ n>0\), \(b_ n>0\) and \(x_ n(t)\), \(-\infty<t<\infty\), is an i.i.d. sequence of Gaussian centred stationary real random functions on \(R\). An example of such a random function is the Ornstein-Uhlenbeck process. Under the assumption that the common covariance function of \(x_ n\) satisfies some regularity conditions, the author proves that the sample paths of the process are continuous in \(l_ p\), \(1\leq p<\infty\), iff they are in this space and an integral depending uniquely on \(p\), \(\{a_ n\}\) and \(\{b_ n\}\) is finite. These results extend earlier work of the author [Ann. Inst. Henri Poincaré, Probab. Stat. 26, No. 3, 399-417 (1990; Zbl 0706.60041); and Probab. Theory Relat. Fields 88, No. 4, 521- 536 (1991; Zbl 0722.60032)].