On large increments of a two-parameter fractional Wiener process

Author:

Zhang Lixin,Lu Chuanrong,Wang Yaohong

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference11 articles.

1. Csörgö, M., Révéz, P., Strong Approximations in Probability and Statistics, New York: Academic Press, 1981.

2. Lin, Z. Y., On increments of 2-parameter Wiener process, Scientia Sinica, 1985, 28: 579–588.

3. Zhang, L. X., Two different kinds of liminf results on the LIL of the two parameter Wiener processes, Stochastic Processes Their Appl., 1996, 63: 175–188.

4. Zhang, L. X., A liminf of the increments of two-parameter Wiener process, Chinese Ann. Math. (in Chinese), 1997, 18: 235–246; Chinese J. of Contemporary Math., 1997, 18: 185–198.

5. Csáki, E., Csörgö, M., Shao Q. M., Fernique type inequalities and moduli of continuity for l2-valued Ornstein-Uhlenbeck processes, Ann Inst. Henri. Poincé Probab. Statist., 1992, 28: 479–517.

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