Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes

Endre Csáki; Miklós Csörgö; Qi-Man Shao

Annales de l'I.H.P. Probabilités et statistiques (1992)

  • Volume: 28, Issue: 4, page 479-517
  • ISSN: 0246-0203

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Csáki, Endre, Csörgö, Miklós, and Shao, Qi-Man. "Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes." Annales de l'I.H.P. Probabilités et statistiques 28.4 (1992): 479-517. <http://eudml.org/doc/77442>.

@article{Csáki1992,
author = {Csáki, Endre, Csörgö, Miklós, Shao, Qi-Man},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Fernique type inequalities; estimates of moduli of continuity; Ornstein- Uhlenbeck processes},
language = {eng},
number = {4},
pages = {479-517},
publisher = {Gauthier-Villars},
title = {Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes},
url = {http://eudml.org/doc/77442},
volume = {28},
year = {1992},
}

TY - JOUR
AU - Csáki, Endre
AU - Csörgö, Miklós
AU - Shao, Qi-Man
TI - Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck Processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1992
PB - Gauthier-Villars
VL - 28
IS - 4
SP - 479
EP - 517
LA - eng
KW - Fernique type inequalities; estimates of moduli of continuity; Ornstein- Uhlenbeck processes
UR - http://eudml.org/doc/77442
ER -

References

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  5. E. Csáki, M. Csörgö and Q.M. Shao, Moduli of continuity for lp-valued Gaussian processes. In: Tech. Rep. Ser. Lab. Res. Stat. Probab., No. 160, 1991, Carleton University-University of Ottawa. Zbl0843.60039
  6. M. Csörgö and Z.Y. Lin, On moduli of continuity for Gaussian and l2-norm squared processes generated by Ornstein-Uhlenbeck processes, Can. J. Math., Vol. 42, 1990, pp. 141-158. Zbl0723.60038MR1043516
  7. D.A. Dawson, Stochastic evolution equation, Math. Bios., Vol. 15, 1972, pp. 287-316. Zbl0251.60040MR321178
  8. X. Fernique, La régularité des fonctions aléatoires d'Ornstein-Uhlenbeck à valeurs dans l2; le cas diagonal, C.R. Acad. Sci. Paris, Vol. 309, 1989, pp. 59-62. Zbl0674.60040MR1004940
  9. X. Fernique, Sur la régularité de certaines fonctions aléatoires d'Ornstein-Uhlenbeck, Ann. Inst. Henri Poincaré, Probabilités et Statistiques, Vol. 26, 1990, pp. 399-417. Zbl0706.60041MR1066085
  10. I. Iscoe, M. Marcus, D. Mcdonald, M. Talagrand and J. Zinn, Continuity of l2-valued Ornstein-Uhlenbeck processes. Ann. Probab., Vol. 18, 1990, pp. 68-91. Zbl0699.60052MR1043937
  11. I. Iscoe and D. Mcdonald, Continuity of l2-valued Ornstein-Uhlenbeck processes, Tech. Rep. Ser. Lab. Res. Stat. Probab., No. 58, 1986, Carleton University-University of Ottawa, Ottawa. 
  12. I. Iscoe and D. Mcdonald, Large deviations for l2-valued Ornstein-Uhlenbeck processes, Ann. Probab., Vol. 17, 1989, pp. 58-73. Zbl0716.60060MR972771
  13. N.C. Jain and M.B. Marcus, Continuity of subgaussian processes, In: Probability on Banach Spaces, (ed. J. Kuelbs), Advances in Probability and Related Topics (series ed. P. Ney), Vol. 4, 1978, pp.81-196. MR515431
  14. N. Kalinauskaité, Unilatéral estimate for the supremum distribution of certain process, Lithuanian Math. J., Vol. 26, 1986, pp. 315-317. Zbl0657.60060MR882477
  15. B. Schmuland, Dirichlet Forms and Infinite Dimensional Ornstein-Uhlenbeck Processes, Ph. D. Dissertation, Carleton University, Ottawa, 1987. 
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