Criteria for the regularity of the sample functions of weakly harmonizable processes (Q1324587)

The author is interested to leave the differentiability in norm study to deal with the differentiability (in the ordinary sense) of the sample paths of weakly harmonizable processes. The main result is the following theorem: Let \(X\) be any separable measurable weakly harmonizable process. If the function \(x^{r+1}\), \(r\in \mathbb{N}\), is \(\mu_ x\)-integrable, then the almost every sample function of \(X\) is of class \(\mathbb{C}^ r\) on \(\mathbb{R}\). The proof of this theorem is based on results of \textit{N. Kôno} [J. Math. Kyoto Univ. 19, 413-433 (1979; Zbl 0427.60036)] and the fact that every weakly harmonizable process has a continuous stationary dilatation, i.e. is the projection of some continuous process. In the last section some examples are given. From these we mention here the following: If the spectral stochastic measure \(\mu_ x\) of a separable measurable weakly harmonizable process is rapidly decreasing, almost every sample path of \(X\) is of class \(\mathbb{C}^ \infty\) on \(\mathbb{R}\).