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-paramete...
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.
Research supported by National Natural Science Foundation of China(1 0 0 71 0 2 7)
Let {Y (t);t= (t 1,t 2)≥0}={X k(t 1,t 2);t 1≥0,t 2≥0} ∞ k=1 be a sequence of two parameter Ornstein Uhlenbeck processes (OUP 2) with coefficients α k>0,β k>0 . A Fernique type inequali...
Supported by the National Natural Science Foundation of China;Zhejiang Province Natural Science Fund
In this paper, we consider a general form of the increments for a two-parameter Wiener process. Both the Csorgo-Revesz's increments and a class of the lag increments are the special cases of this general form of incre...