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5. On large increments of a two-parameter fractional Wiener process

On large increments of a two-parameter fractional Wiener process

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：zhangyanruru

【摘 要】

：

In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some ineq

【作 者】

：

ZHANG Lixin 

【机 构】

：

1.DepartmentofMathematics,2.DepartmentofStatistics,3.DepartmentofStatistics

【出 处】

：

中国科学：数学英文版

【发表日期】

：

2001年9期

【关键词】

：

部分维纳过程 增长 liminfs fractional Wiener process increments liminfs 

【基金项目】

：

the National Natural Science Foundation of China (Grant No. 10071072) ,, by NSC 88-2118-M029-001 of Taiwan of China.

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论文部分内容阅读

In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are of independent interest.

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