一参数Ornstein－Uhlenbeck过程的不可微模

Moduli of Non-Differentiality for One-Parameter Ornstein-Uhlenbeck Process

设是一参数Ｏｒｎｓｔｅｉｎ－Ｕｈｌｅｎｂｅｃｋ过程，它是布朗运动粒子的速度的数学模型，是齐次马尔夫过程。本文将建立这类过程的不可微模。

Let X (t) be a one-parameter Ornstein-Uhlenbeck process.This is a Mathematical model of Brownian motion and a Markov process. In this paper, weestablish moduli of non-differentiability for this kind of process.