ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS

数学物理学报(英文版) ›› 1996, Vol. 16 ›› Issue (S1): 85-91.

ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS

林正炎

Dept. Math. of Hangzhou University, Hangzhou 310028, China

收稿日期:1993-06-20 修回日期:1994-01-03 出版日期:1996-12-31 发布日期:1996-12-31
基金资助:
The project supported by national natural science foundation of China and Zhejiang province.

ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS

Lin Zhengyan

Dept. Math. of Hangzhou University, Hangzhou 310028, China

Received:1993-06-20 Revised:1994-01-03 Online:1996-12-31 Published:1996-12-31
Supported by:
The project supported by national natural science foundation of China and Zhejiang province.

摘要/Abstract

摘要： In the paper, which is a continuation of[2], we establish moduli of non-differentiablity for a two-parameter Ornstein-Uhlenbeck process.

关键词: Moduli of non-differentiablity, two-parameter Ornstein-Uhlenbeck process

Abstract: In the paper, which is a continuation of[2], we establish moduli of non-differentiablity for a two-parameter Ornstein-Uhlenbeck process.

Key words: Moduli of non-differentiablity, two-parameter Ornstein-Uhlenbeck process

林正炎. ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS[J]. 数学物理学报(英文版), 1996, 16(S1): 85-91.

Lin Zhengyan. ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS[J]. Acta mathematica scientia,Series B, 1996, 16(S1): 85-91.

ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS

ON MODULI OF NON-DIFFERENTIABILITY FOR A TWO-PARAMETER ORNSTEIN-UHLENBECK PRCESS

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