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.
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页码：21 / 29
页数：9
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