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Lim inf results for the Wiener process and its increments under theL 2-norm
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  • Published: March 1992

Lim inf results for the Wiener process and its increments under theL 2-norm

  • Wenbo V. Li1 

Probability Theory and Related Fields volume 92, pages 69–90 (1992)Cite this article

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Summary

LetW(t) be a Wiener process. The lim inf behavior of theL 2-norm ofW(t) on the interval [T-a(T), T] and of |W(t+θT)−W(t)| on the interval [αT, βT] is given under suitable conditions.

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Authors and Affiliations

  1. Department of Mathematics, University of Wisconsin-Madison, 53706, Madison, WI, USA

    Wenbo V. Li

Authors
  1. Wenbo V. Li
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Additional information

Supported in part by NSF grant number DMS-8521586 and DMS-9024961

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Li, W.V. Lim inf results for the Wiener process and its increments under theL 2-norm. Probab. Th. Rel. Fields 92, 69–90 (1992). https://doi.org/10.1007/BF01205237

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  • Received: 04 March 1991

  • Revised: 10 September 1991

  • Issue Date: March 1992

  • DOI: https://doi.org/10.1007/BF01205237

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Suitable Condition
  • Wiener Process
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