Continuity of \(l^2\)-valued two-parameter Ornstein-Uhlenbeck processes (Q5953363)

A sequence of two-parameter OUP processes \((X_k(t_1,t_2)\); \(t_1,t_2\geq 0)\) is defined by \[ X_k(t_1,t_2)=e^{-\alpha_kt_1-\beta_kt_2} \Biggl\{X_k+\sigma_k\int_0^{t_1}\int_0^{t_2}e^{\alpha_kx+\beta_ky} dW_k(x,y)\Biggr\}, \] where \(\alpha_k>0\) and \(\beta_k\) are two coefficients, \(W_k(.,.)|_{k=1}^{+\infty}\) is a sequence of independent two-parameter Wiener processes, \(X_k\), \(k=1,2,\dots\), is a sequence of independent r.v. and independent of \(W_k.\) The author establishes a Fernique type inequality and studies a sufficient condition for a.s. \(l^2\) continuity of OUP by means of the inequality.