HOW BIG ARE THE LAG INCREMENTS OF A TWO PARAMETER WIENER PROCESS?
Citation:
Lu Chuanpong.HOW BIG ARE THE LAG INCREMENTS OF A TWO PARAMETER WIENER PROCESS?[J].Chinese Annals of Mathematics B,1991,12(1):122~130
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Authors:
Lu Chuanpong;
Foundation:
The project supported by National Natural Science Foundation of China.
Abstract:
The author discusses how big the lag increments of a two-parameter Wiener process are and proves the same results as in [4]. These result extend and prove the results of the increments of a two-parameter Wiener process in [1-3].