| 布朗局部时主值滞后增量的几个结果 |
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| 引用本文： | 闻继威.布朗局部时主值滞后增量的几个结果[J].高校应用数学学报(英文版),2002,17(2):199-207. |
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| 作者姓名： | 闻继威 |
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| 作者单位： | Dept.ofMath.,ZhejiangUniv.（XixiCampus）,Hangzhou310028,China |
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| 摘 要： | Let W be a standard Brownian motion,and define Y(t) =∫ods/W(s) as Cauchy‘s principal value related to the local time of W. We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.
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| 关 键 词： | 布朗运动 局部时 主值滞后增量 柯西级数 |
| 收稿时间： | 12 April 2001 |
Some results on lag increments of principal value of brownian local time |
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| Jiwei Wen.Some results on lag increments of principal value of brownian local time[J].Applied Mathematics A Journal of Chinese Universities,2002,17(2):199-207. |
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| Authors: | Jiwei Wen |
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| Abstract: | Let W be a standard Brownian motion, and define Y(t)=∫
0
t
ds/W(s) as Cauchy’s principal value related to the local time of W. We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983. |
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| Keywords: | lag increment principal value Brownian local time |
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