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How big are the Csorgo-Revesz increments of two-parameter Wiener processes?

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摘要 In this paper, we prove a theorem on the set of limit points of the increments of a two-parameter Wiener process via establishing a large deviation principle on the increments of the two-parameter Wiener process.
出处 《Science China Mathematics》 SCIE 2004年第6期894-907,共14页 中国科学:数学(英文版)
基金 This work was supported by the National Natural Science Foundation of China(Grant No.10131040) China Postdoctoral Science Foundation.
关键词 two-parameter Wiener process INCREMENT functional law of the iterated logarithm large deviation. two-parameter Wiener process, increment, functional law of the iterated logarithm, large deviation.
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