Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm (Q1184046)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm |
scientific article; zbMATH DE number 34021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm |
scientific article; zbMATH DE number 34021 |
Statements
Lim inf results for the Wiener process and its increments under the \(L_ 2\)-norm (English)
0 references
28 June 1992
0 references
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.
0 references
Wiener process
0 references