In this paper,we establish some limit theorems on the increments of an l^p-valued multi- parameter Gaussian process under weaker conditions than those of Cs(?)rg(?)-Shao theorems published in Ann.Probab.(1993).
In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its loca...In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.展开更多
基金supported by NSFC(10131040)supported by SRFDP(2002335090)+1 种基金supported by KRF(2001-042-D00008)supported by KRF(2001-042-D00008)
文摘In this paper,we establish some limit theorems on the increments of an l^p-valued multi- parameter Gaussian process under weaker conditions than those of Cs(?)rg(?)-Shao theorems published in Ann.Probab.(1993).
基金supported by the National Natural Science Foundation of China (No. 10871177)the Ph. D.Programs Foundation of Ministry of Education of China (No. 20060335032)the Natural Science Foundation of Zhejiang Province of China (No. Y7080044)
文摘In this paper, we introduce the definition of a multi-parameter fractional Lévy process and its local time, and show its decomposition. Using the decomposition, we prove existence and joint continuity of its local time.
