Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
type: Item
instance of: scholarly article
title: Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
zbMATH Open document ID: 0762.60028
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1993-02-04T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77442
review text: The aim of this paper is to establish Fernique type inequalities for not necessarily Gaussian processes with values in a separable Banach space. These inequalities extend and improve on previous similar results by the first and second authors [Ann. Probab. 20, No. 2, 1031-1052 (1992; Zbl 0757.60024)] as well as on their results concerning estimates of moduli of continuity for \(\ell^ 2\)-valued Ornstein-Uhlenbeck processes and the \(\ell^ 2\)-norm squared process of them.
Mathematics Subject Classification ID: 60G17
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 110499
zbMATH Keywords: Fernique type inequalities
zbMATH Keywords: estimates of moduli of continuity
zbMATH Keywords: Ornstein- Uhlenbeck processes
author: Endre Csáki
author: Miklós Csörgo
author: Q. M. Shao
reviewed by: Marius Iosifescu
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 110499