Supported by National Natural Science Foundation of China (Grant Nos. 10131040, 10371109 and 10801118)
Let {X(t),t ∈ R+} be an integrated α stable process. In this paper, a functional law of the iterated logarithm (LIL) is derived via estimating the small ball probability of X. As a corollary,, the classical C...
the National Natural Science Foundation of China (No. 10131040).
Consider a storage model fed by a Markov modulated Brownian motion. We prove that the stationary distribution of the model exits and that the running maximum of the storage process over the interval [0, t] grows asymp...
This work was partially supported by the National Natural Science Foundation of China (Grant No. 10131040);China Postdoctoral Science Foundation.
Let {W (t), t ∈ R}, {B(t), t ∈ R +} be two independent Brownian motions on R with W(0) = B(0) = 0. In this paper, we shall consider the exact Hausdorff measures for the image and graph sets of the d-dimensional iter...
Project supported by the National Natural Science Foundation of China (No.10131040);the Specialized Research Fund for the Doctor Program of Higher Education (No.2002335090).
Let {Xm(t), t∈R+} be an m-Fold integrated Brownian motion. In this paper, with the help of small ball probability estimate, a functional law of the iterated logarithm (LIL) for Xm(t) is established. This exten...