F. Martinez et Ar. Villena, PATH REGULARITY AND REGULARITY IN MEAN OF 1ST-ORDER PROCESSES, Journal of theoretical probability, 11(2), 1998, pp. 435-442
We show that a Ist order stochastic process which is C-n in mean, for
some n is an element of N boolean OR {infinity}, on an interval T has
a version whose paths lie in Cn-1(T).