The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion

被引：10

作者：

Liu, Yonghong ^{[1
]}

Li, Luoqing ^{[1
]}

机构：

[1] Hubei Univ, Fac Math & Comp Sci, Wuhan 430062, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2009年 / 356卷 / 01期

基金：

高等学校博士学科点专项科研基金; 中国国家自然科学基金;

关键词：

Brownian motion; Increment; Functional limit; Rate of convergence; (r; p)-Capacity; (R; P)-CAPACITIES;

D O I：

10.1016/j.jmaa.2009.02.036

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We investigate the quasi sure convergence of the functional limit for increments of a Brownian motion. The rate of quasi sure convergence in the functional limit for increments of a d-dimensional Brownian motion is derived. The main tool in the proof is large deviation and small deviation for Brownian motion in terms of (r, p)-capacity. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：21 / 29

页数：9

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