SOME EXACT EQUIVALENTS FOR THE BROWNIAN-MOTION IN HOLDER NORM

被引：34

作者：

BALDI, P ^{[1
]}

ROYNETTE, B ^{[1
]}

机构：

[1] UNIV NANCY 1,UER MATH,F-54037 NANCY,FRANCE

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1992年 / 93卷 / 04期

关键词：

D O I：

10.1007/BF01192717

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Some exact equivalents of small probabilities are given for the Wiener measure on spaces of Holder paths. It turns out that most of them are easier to derive than their counterparts in the uniform norm because of a classical result of Z. Ciesielski which makes the Brownian motion on these spaces easy to handle. In particular we study the equivalents of the probability of epsilonB in a fixed ball, of B in a small ball and we give applications to the speed of clustering in Strassen law.

引用

页码：457 / 484

页数：28

共 10 条

[1]

BALDI P, IN PRESS STOCHASTIC

[2]

CHUNG KL, 1948, T AM MATH SOC, V64, P205

[3]

CIESIELSKI Z, 1960, B ACAD POL SC, V8, P217

[4] A RELATION BETWEEN CHUNGS AND STRASSENS LAWS OF THE ITERATED LOGARITHM [J].