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A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS 被引量:2

A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS
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摘要 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 increments. Our results imply the theorem that have been given by Csorgo and Revesz (1978), and some of their conditions are removed. 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 increments. Our results imply the theorem that have been given by Csorgo and Revesz (1978), and some of their conditions are removed.
出处 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 1993年第1期54-63,共10页 高校应用数学学报(英文版)(B辑)
基金 Supported by the National Natural Science Foundation of China Zhejiang Province Natural Science Fund
关键词 Two-parameter Wiener Process Increments. Two-parameter Wiener Process, Increments.
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