Path regularity and regularity in mean of first order processes

DOI10.1023/A:1022635906617MaRDI QIDQ1266788zbMATH OpenOpenAlexFDO

Authors K. Appert, Armando R. Villena, F. Martinez

Publication date 10 May 1999

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022635906617

zbMATH Keywords

Banach spacefirst order processregular process

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Sample path properties (60G17)

Review text

It is proved that if the process \(\varphi\) is \(n\) times continuously differentiable in mean on an interval \(T\subset R\), then \(\varphi\) has a version whose paths are \(n-1\) time continuously differentiable on \(T\).

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