Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Holder Norm 被引量：10

Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Holder Norm

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摘要 In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm In this paper. based on large deviation formulas established in stronger topology generated by Hlder norm, we obtain the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hlder norm

作者 Qicai Wei School fo Economics, Zhejiang University. Hangzhou 310028. P. R. China

出处《Acta Mathematica Sinica,English Series》 SCIE CSCD 2000年第4期637-654,共18页 数学学报（英文版）

关键词 Large deviation formulas k-dimensional Brownian motion Functional limit theorems C-R increments Holder norm Large deviation formulas k-dimensional Brownian motion Functional limit theorems C-R increments Holder norm

分类号 O211.6 [理学—概率论与数理统计]

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参考文献12

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同被引文献10

1Wei Qicai Chen LiyuanSchool of Economics, Zhejiang University, Hangzhou 310028..A NOTE ON SAMPLE PATH PROPERTIES OF l^p-VALUED GAUSSIAN PROCESSES[J].Applied Mathematics(A Journal of Chinese Universities),2000,15(4):461-469. 被引量：4
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引证文献10

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6危启才.k-维Brown运动子列C-R型增量在Hlder范数下的泛函样本轨道性质[J].高校应用数学学报（A辑）,2015,30(3):355-366.
7刘永宏,唐艺恒,张晴晴.两参数Brown运动增量的局部泛函重对数律[J].数学物理学报（A辑）,2021,41(3):874-881.
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二级引证文献9

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9刘永宏,彭心悦.布朗单增量的Strassen重对数律[J].数学进展,2021,50(2):267-276.

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Acta Mathematica Sinica,English Series

2000年第4期

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Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Holder Norm 被引量：10

参考文献12

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