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  • How small are the increment...
    Xu, Mingzhou; Cheng, Kun

    Statistics & probability letters, July 2022, 2022-07-00, Letnik: 186
    Journal Article

    In this paper we study the problem: How small are the increments of G-Brownian motion? We establish the Csörgő and Révész’s type theorem for the increments of G-Brownian motion.