摘要
本文研究一维Wiener sausage.利用布朗运动的相关性质和收缩原理,得到p个Wiener sausage相交部分长度的中偏差和重对数律.
In this paper, we study one-dimensional Wiener sausage. Using the property of Brownian motion and the contraction principle , we get moderate deviations and law of the iterated logarithm for the length of intersection of p one-dimensional Wiener sausages.
出处
《数学杂志》
CSCD
北大核心
2007年第5期529-533,共5页
Journal of Mathematics
基金
Supported by the National Natural Science Fund(Grant No .10271091)