Consider a driftless Ornstein-Uhlenbeck process, described by the SDE
What can we say about the sup_norm ??
Is it bounded in , or at least finite a.s. ?
What can we say about the sup-norm of ?
Your help will be greatly appreciated.
Consider a driftless Ornstein-Uhlenbeck process, described by the SDE
What can we say about the sup_norm ??
Is it bounded in , or at least finite a.s. ?
What can we say about the sup-norm of ?
Your help will be greatly appreciated.