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

作　　者：Lu Chuanrong 

机构地区：[1]Zhejiang University of Finance and Economics, Zhejiang University, Hangzhou 310000, China.

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2005年第3期331-337,共7页高校应用数学学报（英文版）（B辑）

基　　金：SupportedbytheNationalNaturalScienceFoundationofChina(10471126),NSFZP(101016)

摘　　要：A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process.A general form of the increments of two-parameter fractional Wiener process is given. The results of Csoergo-Révész increments are a special case,and it also implies the results of the increments of the two-parameter Wiener process.

关 键 词：fractional Wiener process general form of increment. 

分 类 号：O23[理学—运筹学与控制论]