学科分类
/ 1
1 个结果
  • 简介:Let{W(t);t≥0}beastandardBrownianmotion.Forapositiveintegerm,defineaGaussianprocessXm(t)=(1/m!)∫^10(t-s)^mdW(s).Inthispapertheliminfbehavioroftheincrementsofthisprocessisdiscussedbyestablishingsomeprobabilityinequalities.Somepreviousresultsareextendedandimproved.

  • 标签: 布朗运动 下限行为 不等式概率 高斯定理