Let {W(t),t > 0} be a standard Wiener process and S be the set of Strassen's functions. In this paper we investigate the exact rates of convergence to zero of the variables supp<t<1-h inff∈s sup0<x<...Let {W(t),t > 0} be a standard Wiener process and S be the set of Strassen's functions. In this paper we investigate the exact rates of convergence to zero of the variables supp<t<1-h inff∈s sup0<x<1 |(W(t + hx) - W(t))(2hlogh-1)-1/2 - f(x)| and inf0<t<1-h sup0<x<1|(W(t + hx) -W(t))(2hlogh-1)-1/2 - f(x)| for any f ∈ S. As a consequence, a relation between the modulus of non-differentiability and the functional modulus of continuity for a Wiener process is established.展开更多
基金Supported by NNSFC (10071072) and Science Foundation of Hangzhou Teacher's College.
文摘Let {W(t),t > 0} be a standard Wiener process and S be the set of Strassen's functions. In this paper we investigate the exact rates of convergence to zero of the variables supp<t<1-h inff∈s sup0<x<1 |(W(t + hx) - W(t))(2hlogh-1)-1/2 - f(x)| and inf0<t<1-h sup0<x<1|(W(t + hx) -W(t))(2hlogh-1)-1/2 - f(x)| for any f ∈ S. As a consequence, a relation between the modulus of non-differentiability and the functional modulus of continuity for a Wiener process is established.
