A CONVERGENT RATE PROBLEM ASSOCIATED WITH THE WIENER PROCESS

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作者
刘坤会
机构
[1] Department of Mathematics
[2] Northern Jiaotong University
[3] Beijing
关键词
lim; A CONVERGENT RATE PROBLEM ASSOCIATED WITH THE WIENER PROCESS;
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摘要
Let W(t), t≥O be a standard Wiener Process, abe a function of T and O<a≤T, In this paper, we prove that c(r/(1+r))≤lim·inf→∞(log logT), where cand care positive constants.
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页码:385 / 394
页数:10
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