| 两参数分数Levy-Wiener过程的若干性质 |
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| 引用本文： | 张荣茂. 两参数分数Levy-Wiener过程的若干性质[J]. 高校应用数学学报(英文版), 2003, 18(1): 115-124. DOI: 10.1007/s11766-003-0091-5 |
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| 作者姓名： | 张荣茂 |
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| 作者单位： | Zhang RongmaoDept.of Math.，Zhejiang Univ.，Hangzhou 310028，China. |
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| 摘 要： | § 1 ＩｎｔｒｏｄｕｃｔｉｏｎａｎｄｒｅｓｕｌｔｓＡＰｒｏｃｅｓｓ {Ｗ (ｓ,ｔ)∶(ｓ ,ｔ)∈Ｒ2 +}ｉｓｃａｌｌｅｄａｔｗｏ ｐａｒａｍｅｔｅｒｆｒａｃｔｉｏｎａｌＬｅｖｙ Ｗｉｅｎｅｒｐｒｏ ｃｅｓｓ[1,2 ] ｏｆｏｒｄｅｒαｗｉｔｈ 0 <α <1 ,Ｉｆ {Ｗ (ｓ,ｔ)∶(ｓ ,ｔ)∈Ｒ2 +}ｉｓａｎａｌｍｏｓｔｓｕｒｅｌｙｃｏｎｔｉｎｕｏｕｓ ,ｒｅａｌ ｖａｌｕｅｄＧａｕｓｓｉａｎｐｒｏｃｅｓｓｏｎ (Ω ,Ｒ ,ｐ)ｗｉｔｈｍｅａｎｚｅｒｏ ,Ｗ ( 0 ,0 ) =0ａｎｄｓｔａｔｉｏｎａｒｙｉｎｃｒｅ ｍｅｎｔｓＥ{Ｗ (ｓ1,ｔ1) -Ｗ …
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| 收稿时间： | 2002-06-30 |
Some properties for two-parameter fractional Levy-Wiener process |
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| Zhang Rongmao. Some properties for two-parameter fractional Levy-Wiener process[J]. Applied Mathematics A Journal of Chinese Universities, 2003, 18(1): 115-124. DOI: 10.1007/s11766-003-0091-5 |
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| Authors: | Zhang Rongmao |
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| Affiliation: | Dept.of Math.,Zhejiang Univ.,Hangzhou 310028,China |
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| Abstract: | In this paper,the properties about how small are the increments of the fractional Levy-Wiener process are studied,and some interesting results are obtained,which extend the result of Lin and Choi in 2001. |
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| Keywords: | Sincrement inferior limit fractional Levy -Wiener processn |
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