Wiener过程下等间距分段加权和的levy连续模定理  

The Levy's Modulus of Continuity under the Context of Wiener Process of Equidistance

作　　者：王斌[1] 沈照煊[1] 

机构地区：[1]安徽大学数学与计算科学学院,安徽合肥230039

出　　处：《安徽教育学院学报》2006年第3期10-14,共5页Journal of Anhui Institute of Education

摘　　要：连续模定理是讨论wiener过程的增量有多大,由它可推出关于wiener过程的强大数律与重对数律,而Levy连续模定理是wiener过程的一个重要结论,文章进一步推广著名的levy连续模定理。The modulus of continuity of the wiener process is an important result on probability theory and has extensive application. We extend the modulus of continuity to the condition of weighted sum that avera- ges interval segments about normal wiener process and obtain theorem of the modulus of continuity of levy under the condition weighted sum that averages interval segments about normal wiener process.

关 键 词：WIENER过程 levy连续模定理 B-C引理 

分 类 号：O211.9[理学—概率论与数理统计]