On Moduli of Continuity for Gaussian and l2-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes

DOI10.4153/CJM-1990-009-6zbMath0723.60038OpenAlexW2517436206MaRDI QIDQ3210627

Zheng Yan Lin, Miklós Csörgő

Publication date: 1990

Published in: Canadian Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4153/cjm-1990-009-6

zbMATH Keywords

Gaussian processOrnstein-Uhlenbeck processesmoduli of continuitylarge deviation results

Mathematics Subject Classification ID

Gaussian processes (60G15) Large deviations (60F10) Sample path properties (60G17)

Related Items (6)

On large increments of infinite series of Ornstein-Uhlenbeck processes ⋮ Increments and sample path properties of Gaussian processes ⋮ On infinite series of independent Ornstein-Uhlenbeck processes ⋮ Path properties of kernel generated two-time parameter Gaussian processes ⋮ Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion ⋮ Moduli of continuity for \(l^{\infty}\)-values Gaussian random fields

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