On large increments of a two-parameter fractional Wiener process On large increments of a two-parameter fractional Wiener process

On large increments of a two-parameter fractional Wiener process

  • 期刊名字:中国科学A辑
  • 文件大小:
  • 论文作者:ZHANG Lixin,LU Chuanrong,WANG
  • 作者单位:Department of Mathematics,Department of Statistics
  • 更新时间:2022-10-15
  • 下载次数:
论文简介

In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are of independent interest.

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