摘要
Let { W(t);t≥0 } be a standard Brownian motion.For a positive integer m ,define a Gaussian processX m(t)=1m!∫ t 0(t-s) m d W(s).In this paper the liminf behavior of the increments of this process is discussed by establishing some probability inequalities.Some previous results are extended and improved.
Let { W(t);t≥0 } be a standard Brownian motion.For a positive integer m ,define a Gaussian processX m(t)=1m!∫ t 0(t-s) m d W(s).In this paper the liminf behavior of the increments of this process is discussed by establishing some probability inequalities.Some previous results are extended and improved.
基金
Project Supported by National Science Fundation of China(1 9571 0 2 1 ) and Zhejiang Province
