## The Annals of Probability

### Gaussian Measures in $B_p$

#### Abstract

For $p \geq 1$, conditions for a separable Gaussian process to have sample paths of finite $p$-variation are given in terms of the mean function and the covariance function. A process with paths of finite $p$-variation may or may not induce a tight measure on the nonseparable Banach space $B_p$. Consequences of tightness and conditions for tightness are given.

#### Article information

Source
Ann. Probab., Volume 11, Number 1 (1983), 46-57.

Dates
First available in Project Euclid: 19 April 2007

https://projecteuclid.org/euclid.aop/1176993659

Digital Object Identifier
doi:10.1214/aop/1176993659

Mathematical Reviews number (MathSciNet)
MR682800

Zentralblatt MATH identifier
0504.60045

JSTOR
Jain, Naresh C.; Monrad, Ditlev. Gaussian Measures in $B_p$. Ann. Probab. 11 (1983), no. 1, 46--57. doi:10.1214/aop/1176993659. https://projecteuclid.org/euclid.aop/1176993659