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Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in H¨older Norm

Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in H¨older Norm
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摘要 In this paper, we first prove Schilder's theorem in H?lder norm (0 ≤ α 〈1) with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology. In this paper, we first prove Schilder's theorem in H?lder norm (0 ≤ α 〈1) with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology.
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2015年第6期913-920,共8页 数学学报(英文版)
基金 Supported by NSFC(Grant Nos.11271013,61273074,61201065,61203219,11471104) the Fundamental Research Funds for the Central Universities,HUST(Grant Nos.2012QN028 and 2014TS066) IRTSTHN(Grant No.14IRSTHN023) Ph D research startup foundation of He’nan Normal University(Grant No.5101019170120) Youth Science Foundation of He’nan Normal University(Grant No.5101019279032)
关键词 Schilder's theorem large deviations fractional Brownian motion Cr p-capacity Schilder's theorem, large deviations, fractional Brownian motion, Cr,p-capacity
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  • 1Ichiro Shigekawa.Sobolev spaces of Banach-valued functions associated with a Markov process[J].Probability Theory and Related Fields.1994(3)
  • 2Nobuo Yoshida.A large deviation principle for (r,p)-capacities on the Wiener space[J].Probability Theory and Related Fields.1993(4)

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