Discussion on the Increment of the Weighted Sum of Wiener Process
Yong Niu · Journal of Hefei University · 2009
The form of finite weighted sum of Wiener process was put forward.An important result,the increment of finite weighted sum of Wiener processes was educed by using the extended estimated inequality of the tail probability and the Levy constant modulus theorem.It may be an extension to the result that Book and Shore got earlier.