排序方式： 共有1条查询结果，搜索用时 0 毫秒
1
1.
Lu Chuanrong Wang Yaohung Dept.of Math. Zhejiang Univ. Hangzhou . Dept.of Statist. Tunghai Univ. Taichung Taiwan . 《高校应用数学学报(英文版)》2000,(2)
§ 1 IntroductionLet{ W(t) } be the standard Wiener process,i.e.a Gaussian process with stationaryindependentincrements;EW(t) =0 and Cov(W(t) ,W(t s) ) =tfor all,t,s≥ 0 .CsorgoandRévész[1 ] gave the following local continuity modulus theorem for the Wiener process;lim supt→ 0 | W(t) | / (2 tlog log(1 / t) ) 1 / 2 =1 ,a.s. (1 )lim supt→ 0 sup0≤ s≤ t| W(s) | / (2 s log log(1 / s) ) 1 / 2 =1 .a.s. (2 )(“Local continuity modulus” was also called“another version of continuity m… 相似文献
1