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Teoriya Veroyatnostei i ee Primeneniya, 1968, Volume 13, Issue 3, Pages 507–512 (Mi tvp873)  

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
English version:
Theory of Probability and its Applications, 1968, Volume 13, Issue 3, Pages 482–486
DOI: https://doi.org/10.1137/1113059
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Rog68}
\by B.~A.~Rogozin
\paper On the local behavior of processes with independent increments
\jour Teor. Veroyatnost. i Primenen.
\yr 1968
\vol 13
\issue 3
\pages 507--512
\mathnet{http://mi.mathnet.ru/tvp873}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=242261}
\zmath{https://zbmath.org/?q=an:0177.21305|0164.46802}
\transl
\jour Theory Probab. Appl.
\yr 1968
\vol 13
\issue 3
\pages 482--486
\crossref{https://doi.org/10.1137/1113059}
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  • https://www.mathnet.ru/eng/tvp/v13/i3/p507
  • This publication is cited in the following 24 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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