简介:Let{W(t);t≥0}beastandardBrownianmotion.Forapositiveintegerm,defineaGaussianprocessXm(t)=(1/m!)∫^10(t-s)^mdW(s).Inthispapertheliminfbehavioroftheincrementsofthisprocessisdiscussedbyestablishingsomeprobabilityinequalities.Somepreviousresultsareextendedandimproved.
SOME LIMINF RESULTS ON INCREMENTS OF THE PRIMITIVES OF BROWNIAN MOTION