高校应用数学学报B辑
高校應用數學學報B輯
고교응용수학학보B집
APPLIED MATHEMATICS A JOURNAL OF CHINESE UNIVERSITIES
2002年
2期
199-207
,共9页
lag increment%principal value%Brownian local time
Let W be a standard Brownian motion,and define Y(t)=∫t0dsW(s) as Cauchy's principal value related to the local time of W.We study some limit results on lag increments of Y(t) and obtain various results all of which are related to earlier work by Hanson and Russo in 1983.
