維納過程增量有多大的進一步推廣.pdf

1、善慈狄孽碩士學位論文維納過程增量有多大的進一步推廣ExtensionabouthowbigaretheIncrementsofaWienerprocess姓名學科專業(yè)研究方向指導教師完成時間牛勇學校代碼：10357學號：p叫。Ⅻ，概率論與數(shù)理統(tǒng)計極限理論沈照煊教授2006年5月口‘‘0一AbstractThispaperisabouttheincrementsofaWienerProcessontheconditionofalinear

2、weightedmodelItcontainsthreechaptersTheestimateinequalityofthetailprobabilityisveryusefulinthediscussionofthecharacterofaWienerProcessForexample，constantmodulusoflevyandtheincrementsofaWienerProcessInordertOdiscussthemcr

3、ementsofaWienerProcessdeeplywewillusetheextensionofthisinequality(Bibliographyl)andconstantmodulusoflevy(Bibliography3)ThefirstchapteristheintroductionItbrieflyintroducestheWienerProcess嬲amostimportantclassintherandompro

4、cessThenitalsoreferstheintimateassociationwithothersubjectsandtheimportantachievementswhichhavebeengotinthisfeldofrandomprocessSomepreparedworkingsarealsoincludedinthischapterThesecondchapteristhepreparedknowledgeforthis

5、paperInthischapterWefirstlymentionthemarksusedinthepaperandthedefinitionofthelinearweightedWienerProcessonIt，S1SecondlywewillshowsomeimportantlemmasandtheoremswhichareusedintheproofsoftheconclusionsinthepaperThethirdchap

6、teristheproofofthetheoremFirstlyWediscusshowlargetheincrementsofalinearweightedWienerProcesswhichhasbeendefinedinthesecondchapterWealsoprovethesimilarconclusionwimBibliography21ontheconditionthatWegiveanewregularizingfac

7、tor屏ButtheconclusionofthispapercontainsBibliography3whichcanbeconsideredastheextensionofBibliography3ontheconditiond=l，intheregularizingfactor屏andtheweightedlinearcombination墨∽InawordthequalitiesoftheincrementsinaWienerP