A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS  

作　　者：林正炎 陆传荣 

机构地区：[1]Department of Mathematics, Hangzhau University, Hangzhou 310028

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》1993年第1期54-63,共10页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China;Zhejiang Province Natural Science Fund

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.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.

关 键 词：Two-parameter Wiener Process Increments. 

分 类 号：O151.21[理学—数学]