Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
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Publication:1203111
zbMath0762.60028MaRDI QIDQ1203111
Qui-Man Shao, Endre Csáki, Miklós Csörgő
Publication date: 4 February 1993
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_1992__28_4_479_0
Inequalities; stochastic orderings (60E15) Diffusion processes (60J60) Sample path properties (60G17)
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On almost sure limit inferior for \(B\)-valued stochastic processes and applications ⋮ On large increments of infinite series of Ornstein-Uhlenbeck processes ⋮ How big are the increments of \(l^p\)-valued Gaussian processes? ⋮ On the fractal nature of increments of \(l_p\)-valued Gaussian processes ⋮ On \(p\)-variation of bifractional Brownian motion ⋮ How big are the increments of \(G\)-Brownian motion? ⋮ Path properties of \(l^p\)-valued Gaussian random fields ⋮ Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields ⋮ A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space. ⋮ Continuity of \(l^2\)-valued two-parameter Ornstein-Uhlenbeck processes ⋮ Chung-type law of the iterated logarithm on \(l^p\)-valued Gaussian processes ⋮ Functional limit theorems for the infinite series of OU processes in Hölder norm ⋮ Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence ⋮ Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields ⋮ Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes ⋮ A note on sample path properties of \(l^p\)-valued Gaussian processes ⋮ On large increments of a two-parameter fractional Wiener process
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