On large increments of a two-parameter fractional Wiener process 被引量：4

On large increments of a two-parameter fractional Wiener process

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摘要 In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are of independent interest. In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are of independent interest

作者张立新陆传荣王尧弘

出处《Science China Mathematics》 SCIE 2001年第9期1115-1125,共11页 中国科学：数学（英文版）

基金 the National Natural Science Foundation of China (Grant No. 10071072) by NSC 88-2118-M029-001 of Taiwan of China.

关键词 fractional Wiener process INCREMENTS liminfs 部分维纳过程；增长；liminfs；

分类号 O211 [理学—概率论与数理统计]

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参考文献7

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同被引文献2

1陆传荣.HOW BIG ARE THE LAG INCREMENTS OF A TWO PARAMETER WIENER PROCESS?^(**)[J].Chinese Annals of Mathematics,Series B,1991,12(1):122-130. 被引量：1
2林正炎,陆传荣.A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),1993,8(1):54-63. 被引量：2

引证文献4

1Lu Chuanrong.A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),2005,20(3):331-337. 被引量：1
2TAN ZhongQuan,YANG Yang.Extremes of Shepp statistics for fractional Brownian motion[J].Science China Mathematics,2015,58(8):1779-1794. 被引量：3
3蒋烨.两参数分数Wiener过程滞后增量有多大[J].浙江大学学报（理学版）,2003,30(1):15-18.
4Li-XinZhang,Chuan-rongLu.A Liminf Result on Two-parameter Gaussian Process[J].Acta Mathematicae Applicatae Sinica,2003,19(1):157-166.

二级引证文献4

1DEBICKI Krzysztof,HASHORVA Enkelejd,JI Lan Peng.Parisian ruin over a finite-time horizon[J].Science China Mathematics,2016,59(3):557-572. 被引量：1
2TAN Zhong-quan,CHEN Yang.Some limit results on supremum of Shepp statistics for fractional Brownian motion[J].Applied Mathematics(A Journal of Chinese Universities),2016,31(3):269-282.
3谭中权.连续与离散时间Gauss次序统计过程的极值[J].中国科学：数学,2018,48(5):623-642. 被引量：1
4苏中根,陆传荣.筚路蓝缕,创业维艰--记浙江大学概率统计学科拓路人陆传荣教授[J].应用概率统计,2018,34(2):213-219.

1Lu Chuanrong.A GENERAL FORM OF THE INCREMENTS OF TWO-PARAMETER FRACTIONAL WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),2005,20(3):331-337. 被引量：1
2Lu Chuanrong,Shen Siwei,Wang Xiuyun Department of Mathematics Hangzhou University Hangzhou, 310028 China.Local Continuity Modulus for Wiener and Infinite Dimensional OU Processes[J].Acta Mathematica Sinica,English Series,1994,10(2):219-224. 被引量：3
3林正炎,陆传荣.A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),1993,8(1):54-63. 被引量：2
4陆传荣.HOW BIG ARE THE LAG INCREMENTS OF A TWO PARAMETER WIENER PROCESS?^(**)[J].Chinese Annals of Mathematics,Series B,1991,12(1):122-130. 被引量：1
5Zhang RongmaoDept.of Math.,Zhejiang Univ.,Hangzhou 310028,China..SOME PROPERTIES FOR TWO-PARAMETER FRACTIONAL LEVY-WIENER PROCESS[J].Applied Mathematics(A Journal of Chinese Universities),2003,18(1):115-124.
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9ZHOU Yong(Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China).THE DISTRIBUTION OF LIMIT POINTS OFINCREMENTS OF LOCAL TIME OF THE WIENER PROCESS[J].Systems Science and Mathematical Sciences,1998,11(3):210-217. 被引量：1
10Wen Sheng WANG Department of Mathematics. Zhejiang University, Hangzhou 310028, P. R. China Department of Mathematics. Hangzhou Teacher’s College. Hangzhou 310012. P. R. China.Exact Rates of Convergence of Functional Limit Theorems for Csorgo-Revesz Increments of a Wiener Process[J].Acta Mathematica Sinica,English Series,2002,18(4):727-736. 被引量：1

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On large increments of a two-parameter fractional Wiener process 被引量：4

参考文献7

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引证文献4

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