Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in Holder Norm

被引：1

作者：

Xu, Jie ^{[1
]}

Zhu, Yun Min ^{[2
]}

Liu, Ji Cheng ^{[3
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Xinxiang 453007, Peoples R China

[2] Sichuan Univ, Coll Math, Chengdu 610064, Peoples R China

[3] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China

来源：

ACTA MATHEMATICA SINICA-ENGLISH SERIES | 2015年 / 31卷 / 06期

关键词：

Schilder's theorem; large deviations; fractional Brownian motion; C-r; C-p-capacity; (R; P)-CAPACITIES; THEOREM;

D O I：

10.1007/s10114-015-3560-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we first prove Schilder's theorem in Holder norm (0 <= alpha < 1) with respect to C-r,C-p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for C-r,C-p-capacity in the stronger topology.

引用

页码：913 / 920

页数：8

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