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Sample Path Properties of lp -Valued Ornstein-Uhlenbeck Processes
Published online by Cambridge University Press: 20 November 2018
Abstract
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We give conditions under which a vector valued Ornstein Uhlenbeck process has continuous sample paths in lp for 1 ≦ p < ∞. We also show when the space lp is not entered at all, i.e., when it has zero capacity.
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- Copyright © Canadian Mathematical Society 1990
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