Wiener过程增量的几个结果  

SOME RESULTS ON INCREMENTS OF THE WIENER PROCESS

作　　者：何凤霞[1] 陈斌[1] 

机构地区：[1]杭州大学

出　　处：《应用概率统计》1989年第4期317-326,共10页Chinese Journal of Applied Probability and Statistics

摘　　要：许多作者讨论了Wiener过程的增量问题,Hanson和Russo在他们的文章中提出一类新的Wiener过程增量,新得结果几乎均局限于上极限,本文的研究得到了下极限的一些结果。在此基础上,还讨论了中的另一类结论,得到了一些较理想的结果。Many probabilists investigated questions on increments of a Wiener process. Hanson and Russo put forward a new kind of increments of a Wiener process, but almost all results are limited to 'lim sup'. Here, we further investigate it and obtain sereral results on 'lim inf'. On the basis of these, we farther investigate another kind of results proved by Sheng Zhaoxuan in [5], and obtain some fine results.

关 键 词：WIENER过程 增量 下极限 

分 类 号：O211.6[理学—概率论与数理统计]