| Some Properties of Two parameter Stochastic Processes with Stationary Independent Increments in an Origin |
| Received:November 26, 1993 Revised:July 31, 1995 |
| Key Words:
stochastic processes with stationary independent increments accumulation local growth.
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| Abstract: |
| The general form of characteristic function of two parameter stochastic processes with independent increments has been given in [2]. As for stationary case, we give a more general form of characteristic function, and discuss the distribution of ratio X(s,t)/st , local properties of the monotonous processes and local growth of any processes in an origin. From this, we obtain the local growth properties of Brownian sheet and the processes without Gauss moment. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.1996.03.030 |
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