有限加权和型维纳过程增量的探讨

The discussion on the increments of a finitely weighted Winener process

作者是对有限加权和类型的Wiener过程增量有多大的问题进行了探讨,并得出了关于区间[0,T],在长度为t的子区间上增量问题的一些重要结果,此结论是Csórgó.M和Révész.P两人关于Wiener过程增量有多大问题的经典结论的推广.

The important result on how large the increment of a Winener process had obtained by the former scholars. The paper discussed how large the increment of a finitely weighted Winener process and acquired some important result of the increment over subintervals of length of the interval . The conclusion was an extension of the Csorgo M and Revesz P＇s classic result on how large the increment of a Winener process.