Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 507-512
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B. A. Rogozin. On the local behavior of processes with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 13 (1968) no. 3, pp. 507-512. http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a11/
@article{TVP_1968_13_3_a11,
author = {B. A. Rogozin},
title = {On the local behavior of processes with independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {507--512},
year = {1968},
volume = {13},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a11/}
}
TY - JOUR
AU - B. A. Rogozin
TI - On the local behavior of processes with independent increments
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1968
SP - 507
EP - 512
VL - 13
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a11/
LA - ru
ID - TVP_1968_13_3_a11
ER -
%0 Journal Article
%A B. A. Rogozin
%T On the local behavior of processes with independent increments
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1968
%P 507-512
%V 13
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1968_13_3_a11/
%G ru
%F TVP_1968_13_3_a11
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, $$ \varlimsup_{t\to0}\frac{\xi(t)}t=\infty. $$