| A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS |
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| 引用本文： | 林正炎 陆传荣. A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS[J]. 高校应用数学学报(英文版), 1993, 8(1): 54-63. DOI: 10.1007/BF02661991 |
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| 作者姓名： | 林正炎 陆传荣 |
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| 作者单位： | DeparlmentofMathematics,HangzhouUniversity,Hangzhou310028 |
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| 摘 要： | In this paper,we consider a general form of the increments for a two-parameter Wiener process.Both the Csorgo-Revesz‘s increments and a class of the lag increments are the special cases of this general form of increments.Our results imply the theorem that have been given by Csorgo and Revesz(1978),and some of their conditions are removed.
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| 关 键 词： | 二重时间变量 维纳过程 增量 不递减性 矩阵论 |
| 收稿时间： | 1991-12-25 |
A general form of the increments of a two-parameter wiener process |
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| Lin Zhengyan,Lu Chuanrong. A general form of the increments of a two-parameter wiener process[J]. Applied Mathematics A Journal of Chinese Universities, 1993, 8(1): 54-63. DOI: 10.1007/BF02661991 |
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| Authors: | Lin Zhengyan Lu Chuanrong |
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| Affiliation: | (1) Department of Mathematics, Hangzhou University, 310028 Hangzhou |
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| Abstract: | In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of increments. Our results imply the theorem that have been given by Csorgo and Revesz (1978), and some of their conditions are removed. |
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| Keywords: | Two-parameter Wiener Process Increments. |
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