Acta mathematica scientia,Series B ›› 1996, Vol. 16 ›› Issue (S1): 85-91.

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

Lin Zhengyan   

  1. 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.

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

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