再论两参数Wiener过程的增量有多小

Theorizing Again about How Small Are the Increments of the Two-parameter Wiener Processes

本文将对两参数Wiener过程的增量有多小的问题作更进一步的讨论。我们将找出正则化因子P,T,使得ItTinfo<y<T-。,info<咋1--h97supo<t_<。7\SUPo<‘<hT卜y…(tC)l的下极限为1;我们还将找出正则化因子叮,使得vTinfo<_y_<T-aTinfo<吒1-hTSUPo<_t<oTSUPo<s<hT|W(冗)|的上极限为1。

ln this paper we discuss how small are the increments of the two-parameter Wiener processes. We find norrnaling factor μT such thatand normalizing factor VT such that