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A GENERAL FORM OF THE INCREMENTS OF A TWO-PARAMETER WIENER PROCESS

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摘要 Inthispaper,weconsiderageneralformoftheincrementsforatwo-parameterWienerprocess.BoththeCsorgo-Revesz'sincrementsandaclassofthelagincrementsarethespecialcasesofthisgeneralformofincrements.OurresultsimplythetheoremthathavebeengivenbyCsorgoandRevesz(1978),andsomeoftheirconditionsareremoved.

DOI kwjv2286d7/245098

作者林正炎;陆传荣

机构地区不详

出处《高校应用数学学报：英文版（B辑）》 1993年1期

关键词二重时间变量维纳过程增量不递减性矩阵论

分类 [理学][基础数学]

出版日期 1993年01月11日（中国期刊网平台首次上网日期，不代表论文的发表时间）

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来源期刊

高校应用数学学报：英文版（B辑）

高校应用数学学报：英文版（B辑）

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相关关键词

二重时间变量维纳过程增量不递减性矩阵论

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