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二参数Lévy区域在Hlder范数下的局部Strassen重对数律

STRASSEN'S LOCAL LAW OF THE ITERATED LOGARITHM FOR LéVY'S AREA WITH TWO-PARAMETER IN HLDER NORM
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摘要 利用大偏差,得到了二参数Lévy区域在Hlder范数下的局部Strassen重对数律. Using large deviations we obtain Strassen's local law of the iterated logarithm for Lévy's area with two-parameter in Hoelder norm.
作者 刘永宏
出处 《系统科学与数学》 CSCD 北大核心 2007年第5期648-654,共7页 Journal of Systems Science and Mathematical Sciences
基金 国家自然科学基金(10271091)资助课题.
关键词 二参数Lévy区域 局部Strassen重对数律 HOELDER范数 大偏差 Lévy's area with two-parameter, strassen's local law of the iterated logarithm,HSlder norm, large deviations.
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参考文献5

  • 1Baldi P. Large Deviations and Functional Iterdted Logarithm Law for diffusion Processes. Probability Theory and Related Fields, 1986, 71: 435-453.
  • 2Caramellino L. Strassen's law of the iterated logarithm for diffusion processes for small time. Stochastic processes and their applications, 1998, 74: 1-19.
  • 3N'ZI M. Strassen's local law of the iterated logarithm for Levy area. C. R. Acad. Sci., 1997, 12: 1269-1273.
  • 4M'hamed E. Large deviations for solutions of Hyperbolic SPDE'S in the HSlder norm. Potential Analysis, 1997, 7: 517-537.
  • 5Gantert N. An inversion of Strassen's law of the iterated logarithm for small time. The Annals of probility, 1993, 21(2): 1045-1049.

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