Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
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.
scientific article; zbMATH DE number 110499