| 加权维纳过程增量大小的探讨 |
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| 引用本文： | 牛勇.加权维纳过程增量大小的探讨[J].合肥学院学报(自然科学版),2009,19(3):22-25. |
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| 作者姓名： | 牛勇 |
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| 作者单位： | 合肥学院,数学与物理系,合肥,230601 |
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| 基金项目： | 合肥学院科研发展基金项目(自然科学类) |
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| 摘 要： | 提出了维纳过程有限加权和形式，利用推广的尾概率的估计不等式和Levy连续模定理导出Wiener过程有限加权和形式增量有多大这一重要结果，是对Book和Shore所做结果的进一步推广．
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| 关 键 词： | Wiener过程 增量 尾概率估计 |
Discussion on the Increment of the Weighted Sum of Wiener Process |
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| NIU Yong.Discussion on the Increment of the Weighted Sum of Wiener Process[J].Journal of Hefei University :Natural Sciences,2009,19(3):22-25. |
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| Authors: | NIU Yong |
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| Institution: | Department of Mathematics and Physics;Hefei University;Hefei 230601;China |
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| Abstract: | The form of finite weighted sum of Wiener process was put forward.An important result,the increment of finite weighted sum of Wiener processes was educed by using the extended estimated inequality of the tail probability and the Levy constant modulus theorem.It may be an extension to the result that Book and Shore got earlier. |
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| Keywords: | Wiener process increments tail probability |
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