有限加权和型维纳过程增量的探讨  

The discussion on the increments of a finitely weighted Winener process

作　　者：赵攀[1] 沈照煊[2] 

机构地区：[1]皖西学院数学系,安徽六安237012 [2]安徽大学数学与计算科学学院,安徽合肥230039

出　　处：《安徽大学学报（自然科学版）》2008年第2期25-27,共3页Journal of Anhui University(Natural Science Edition)

摘　　要：作者是对有限加权和类型的Wiener过程增量有多大的问题进行了探讨,并得出了关于区间[0,T],在长度为t的子区间上增量问题的一些重要结果,此结论是Csórgó.M和Révész.P两人关于Wiener过程增量有多大问题的经典结论的推广.The important result on how large the increment of a Winener process had obtained by the former scholars. The paper discussed how large the increment of a finitely weighted Winener process and acquired some important result of the increment over subintervals of length of the interval . The conclusion was an extension of the Csorgo M and Revesz P＇s classic result on how large the increment of a Winener process.

关 键 词：WIENER过程 增量 有限 相互独立 

分 类 号：O211.4[理学—概率论与数理统计]