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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 507–512
(Mi tvp873)
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This article is cited in 24 scientific papers (total in 24 papers)
Short Communications
On the local behavior of processes with independent increments
B. A. Rogozin Novosibirsk
Abstract:
Let $\xi(t)$, $t\ge0$, $\xi(0)=0$, be a homogeneous process with independent increments. In [2] it was shown that $\lim\limits_{t\to0}(\xi(t)/t)$ exists and is finite if sample functions of $\xi(t)$ have a bounded variation. We prove that, in the opposite case,
$$
\varlimsup_{t\to0}\frac{\xi(t)}t=\infty.
$$
Received: 03.08.1966
Citation:
B. A. Rogozin, “On the local behavior of processes with independent increments”, Teor. Veroyatnost. i Primenen., 13:3 (1968), 507–512; Theory Probab. Appl., 13:3 (1968), 482–486
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https://www.mathnet.ru/eng/tvp873 https://www.mathnet.ru/eng/tvp/v13/i3/p507
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Abstract page: | 246 | Full-text PDF : | 124 |
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