王文胜
概率论极限理论;金融数学。
个性化签名
- 姓名:王文胜
- 目前身份:
- 担任导师情况:
- 学位:
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学术头衔:
博士生导师, 教育部“新世纪优秀人才支持计划”入选者
- 职称:-
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学科领域:
数理统计学
- 研究兴趣:概率论极限理论;金融数学。
王文胜,男,博士,1970年5月生。华东师范大学金融与统计学院教授,博士生导师。
主要研究领域:概率论极限理论;金融数学。
目前承担的主要研究项目:概率极限理论的若干问题研究,国家自然科学基金。
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成果数
3
【期刊论文】SOME FUNCTIONAL LIMIT THEOREMS FOR THE INFINITE SERIES OF OU PROCESSES
王文胜, WANG WENSHENG*, LIN ZHENGYAN**
Chin. Ann. Math. 24B: 2 (2003), 249-260,-0001,():
-1年11月30日
This paper obtains functional modulus of continuity and Strassen's functional LIL of the infinite sexies of independent Omsteln-Uhlenbeck processes, which also imply the Lévy's exact modulus of continuity and LIL of this process respectively.
Ornsteln-Uhlenbeck processes,, Stationary Gaussian processes,, Modulus of continuity,, Law of the iterated logarithm
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【期刊论文】Self-normalized lag increments of partial sums
王文胜, Wensheng Wang a, b, ∗
Statistics & Probability Letters 58(2002)41-51,-0001,():
-1年11月30日
Using a suitable self-normalizing (or studentizing) factor for lag sums of i.i.d. random variables, a selfnormalized lag increment theorem of partial sums is established. c 2002 Elsevier Science B.V. All rights reserved.
Lag increments of partial sum, Self-normalization, Domain of attraction of a normal law, Law of the iterated logarithm
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【期刊论文】On the properties for increments of a local time-a look through the set of limit points
王文胜, Wensheng Wang
Statistics & Probability Letters 52(2001)329-340,-0001,():
-1年11月30日
By establishing large deviation probabilities of increments of the local time of a Brownian motion, we study functional limit properties for increments of this process in this paper.
Brownian local time, Modulus of continuity, Large increment
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