On moduli of continuity for a two-parameter Ornstein-Uhlenbeck process

DOI10.1007/BF01876050MaRDI QIDQ1804742zbMATH OpenFDO

Authors Zhengyan Lin

Publication date 21 August 1995

Published in Acta Mathematica Hungarica (Search for Journal in Brave)

zbMATH Keywords

Brownian motionmoduli of continuitytwo-parameter Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

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Cited in

(6)

• On the uniform modulus of continuity for samle paths of the \(N\)-parameter Wiener process
• On Moduli of Continuity for Gaussian and l²-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes
• Continuity of \(l^2\)-valued two-parameter Ornstein-Uhlenbeck processes
• Increments and sample path properties of Gaussian processes
• Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields
• On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process

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