SOME PROPERTIES FOR TWO-PARAMETER FRACTIONAL LEVY-WIENER PROCESS  

作　　者：Zhang RongmaoDept.of Math.,Zhejiang Univ.,Hangzhou 310028,China. 

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2003年第1期115-124,共10页高校应用数学学报（英文版）（B辑）

摘　　要：In this paper,the properties about how small are the increments of the fractional Levy-Wiener process are studied,and some interesting results are obtained,which extend the result of Lin and Choi in 2001.In this paper,the properties about how small are the increments of the fractional Levy-Wiener process are studied,and some interesting results are obtained,which extend the result of Lin and Choi in 2001.

关 键 词：Sincrement inferior limit fractional Levy -Wiener processn 

分 类 号：O211[理学—概率论与数理统计]