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Brown运动增量在Hlder范数下关于(r,p)-容度的泛函极限定理

THE FUNCTIONAL LIMIT THEOREM FOR INCREMENTS OF A BROWNIAN MOTION IN HLDER NORM WITH RESPECT TO(r,p)-CAPACITIES
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摘要 利用Brown运动在Hlder范数下关于(r,p)-容度的大偏差,证明了Brown运动增量在Hlder范数下关于(r,p)-容度的泛函极限定理. Using large deviations for a Brownian motion in HSlder norm with respect to (r, p)-capacities, it is proven that the functional limit theorem for increments of a Brownian motion in HSlder norm with respect to (r, p)-capacities holds.
作者 刘永宏
出处 《系统科学与数学》 CSCD 北大核心 2010年第5期611-618,共8页 Journal of Systems Science and Mathematical Sciences
基金 国家自然科学(10771053) 教育部博士研究(20060512001) 桂林电子科技大学博士科研(UF09007Y)基金资助
关键词 Brown运动增量 Hoelder范数 大偏差 (r p)-容度 泛函极限. Increment of a Brownian motion, HSlder norm, large deviation, (r,p)-capacities, functional limit.
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参考文献8

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