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Some results for two-parameter Wiener Process
Received:July 18, 1992
Revised:March 01, 1994
Key Words
:
two-parameter Wiener process, normalizing factor,increment,leg increment
Fund Project
:
Author Name
Affiliation
Shen Zhaoxuan
Dept.of Math.
,
Anhui University
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Abstract
:
In this paper we disuss some results of two-parameter Wiener process, which is related to [1]. First we find the normalizing factor μ
r
such that (?). Then we give lim of more general increments and lim of their leg increments.
Citation:
DOI
:
10.3770/j.issn:1000-341X.1995.05.010
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