CONTINUITY OF l2-VALUED TWO-PARAMETER ORNSTEIN-UHLENBECK PROCESSES

摘要

Let {Y(t);t= (t1 ,t2)≥0} = {Xk(t1 ,t2);t1≥0,t2≥0}k∞=1 be a sequence of two-parameter Ornstein-Uhlenbeck processes (OUP2) with coefficients αk＞0,βk＞0. A Fernique type inequality is established and the sufficient condition for a. s. l2 continuity of Y( · ) is studied by means of the inequality.