Answers to some questions about increments of a Wiener process

DOI10.1214/aop/1176992366zbMath0613.60027OpenAlexW2044784845MaRDI QIDQ1819458

Guijing Chen, Zheng Yan Lin, Fan Chao Kong

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992366

zbMATH Keywords

convergence properties of increments of a Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Sample path properties (60G17)

Related Items (6)

On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs ⋮ Sufficient and necessary conditions for limit laws on lag sums of I. I. D. R. V. S ⋮ Some results on lag increments of principal value of Brownian local time ⋮ A Hanson-Russo-type law of the iterated logarithm for fractional Brownian motion ⋮ How big are the lag increments of a Gaussian process? ⋮ A general form of the increments of a two-parameter Wiener process

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