Sample-Continuity of Square-Integrable Processes
Hahn, Marjorie G. ; Klass, Michael J.
Ann. Probab., Tome 5 (1977) no. 6, p. 361-370 / Harvested from Project Euclid
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Let $\{X(t): t\in\lbrack 0, 1\rbrack\}$ be a stochastic process and $f$ a nonnegative function on [0, 1] which is nondecreasing in a neighborhood of 0. Under the assumption that $E(X(t) - X(s))^2 \leqq f(|t - s|)$, we find best possible conditions for determining whether or not $X(t)$ is sample-continuous.
Publié le : 1977-06-14
Classification:  Sample-continuity,  second-order processes,  random Fourier series,  60G17 
@article{1176995797,
     author = {Hahn, Marjorie G. and Klass, Michael J.},
     title = {Sample-Continuity of Square-Integrable Processes},
     journal = {Ann. Probab.},
     volume = {5},
     number = {6},
     year = {1977},
     pages = { 361-370},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176995797}
}

Hahn, Marjorie G.; Klass, Michael J. Sample-Continuity of Square-Integrable Processes. Ann. Probab., Tome 5 (1977) no. 6, pp.  361-370. http://gdmltest.u-ga.fr/item/1176995797/