TWO-PARAMETER

作品数:96被引量:71H指数:5
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相关领域:理学更多>>
相关作者:李向阳王立柱李晓明陈双全冯春蓉更多>>
相关机构:中国石油大学(北京)中国石油大学(北京)中国石油闽南师范大学更多>>
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相关基金:国家自然科学基金国家重点基础研究发展计划中国博士后科学基金北京市自然科学基金更多>>
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A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS被引量:1
《Applied Mathematics(A Journal of Chinese Universities)》2005年第3期331-337,共7页Lu Chuanrong 
SupportedbytheNationalNaturalScienceFoundationofChina(10471126),NSFZP(101016)
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...
关键词:fractional Wiener process general form of increment. 
SOME PROPERTIES FOR TWO-PARAMETER FRACTIONAL LEVY-WIENER PROCESS
《Applied Mathematics(A Journal of Chinese Universities)》2003年第1期115-124,共10页Zhang RongmaoDept.of Math.,Zhejiang Univ.,Hangzhou 310028,China. 
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 
CONTINUITY OF l^2-VALUED TWO-PARAMETER ORNSTEIN UHLENBECK PROCESSES
《Applied Mathematics(A Journal of Chinese Universities)》2001年第4期423-429,共7页Wen JiweiDept. of Math.,Zhejiang Univ.(Xixi Campus),Hangzhou 310028. 
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...
关键词:l    2  valued two  parameter Ornstein  Uhlenbeck processes Fernique type inequality continuity. 
A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS被引量:2
《Applied Mathematics(A Journal of Chinese Universities)》1993年第1期54-63,共10页林正炎 陆传荣 
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...
关键词:Two-parameter Wiener Process Increments. 
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