Science in China Series A: Mathematics

, Volume 44, Issue 9, pp 1115–1125 | Cite as

On large increments of a two-parameter fractional Wiener process

  • Lixin Zhang
  • Chuanrong Lu
  • Yaohong Wang


In this paper, how big the increments are and some liminf behaviors are studied of a two-parameter fractional Wiener process. The results are based on some inequalities on the suprema of this process, which also are of independent interest


fractional Wiener process increments liminfs 


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Copyright information

© Science in China Press 2001

Authors and Affiliations

  1. 1.Department of MathematicsXixi Campus, Zhejiang UniversityHangzhouChina
  2. 2.Department of StatisticsZhejiang University of Finance and EconomicsHangzhouChina
  3. 3.Department of StatisticsTunghai UniversityTaizhongChina

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