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On large increments of a two-parameter fractional Wiener process |
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| Authors: | ZHANG Lixin LU Chuanrong WANG Yaohong |
| Affiliation: | 1. Department of Mathematics, Xixi Campus, Zhejiang University, Hangzhou 310028, China; 2. Department of Statistics, Zhejiang University of Finance and Economics, Hangzhou 310012, China; 3. Department of Statistics, Tunghai University, Taizhong, China |
| Abstract: | 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 |
| Keywords: | fractional Wiener process increments liminfs |
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