| 关于Primitive布朗运动增量的一些下极限结果 |
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| 作者姓名： | WangWensheng |
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| 作者单位： | [2]Dept.ofMath.,HangzhouTeachers＇College,Hangzhou310012 |
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| 基金项目： | 中国科学院资助项目,19571021, |
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| 摘 要： | Let {W(t);t≥0} be a standard Brownian motion. For a positive integer m,define a Gaussian process Xm(t)=(1/m!)∫^1 0(t-s)^mdW(s). In this paper the liminf behavior of the increments of this process is discussed by establishing some probability inequalities. Some previous results are extended and improved.
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| 关 键 词： | 布朗运动 下限行为 不等式概率 高斯定理 |
Some liminf results on increments of the primitives of Brownian motion |
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| WangWensheng.Some liminf results on increments of the primitives of Brownian motion[J].Applied Mathematics A Journal of Chinese Universities,2000,15(4):409-418. |
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| Authors: | Wang Wensheng |
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| Institution: | (1) Dept. of Math., Hangzhou Teachers’ College, 310012 Hangzhou |
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| Abstract: | Let {W(t); t≥0} be a standard Brownian motion. For a positive integer m, define a Gaussian process . In this paper the liminf behavior of the increments of this process is discussed by establishing some probability inequalities.
Some previous results are extended and improved.
Project Supported by National Science Fundation of China (19571021) and Zhejiang Province. |
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| Keywords: | 1991 MR Subject Classification" target="_blank">1991 MR Subject Classification 60F15 60J65 60G15 60G17 |
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