Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm (Q1184046): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm |
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Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm (English)
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28 June 1992
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Let \(W(t)\) be a Wiener process. The \(\liminf\) behavior of the \(L_ 2\)- norm of \(W(t)\) on the interval \([T-a(T), T]\) and of \(| W(t+\theta T)- W(t)|\) on the interval \([\alpha T,\beta T]\) is given under suitable conditions.
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Wiener process
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