Functional Limit Theorems for C-R Increments of lp-Valued Wiener Processes in the Norm 被引量：2

Functional Limit Theorems for C-R Increments of lp-Valued Wiener Processes in the Norm

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摘要 In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^p-valued Wiener processes in the Holder norm. In this paper, based on accurately large deviation formulae established in strong topology generated by the Holder norm for l^2-valued Wiener processes, we obtain the functional limit theorems for C-R increments of l^p-valued Wiener processes in the Holder norm.

作者 Qi Cai WEI

机构地区 Department of Mathematics Department of Mathematics & Physics

出处《Acta Mathematica Sinica,English Series》 SCIE CSCD 2005年第3期517-532,共16页 数学学报（英文版）

关键词 Large deviations C-R increments l^p-valued Wiener processes Holder norm Large deviations, C-R increments, l^p-valued Wiener processes, 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3

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共引文献16

1危启才.Wiener过程在Hlder范数下的泛函重对数定律(英文)[J].应用数学,2005,18(4):634-638.
2Zheng Yan LIN,Wen Sheng WANG,Kyo Shin HWANG.Functional Limit Theorems for d-dimensional FBM in H lder Norm[J].Acta Mathematica Sinica,English Series,2006,22(6):1767-1780. 被引量：2
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9刘永宏,王为娜.Brown运动增量在Holder范数下的局部Strassen重对数律[J].数学进展,2019,48(1):121-127. 被引量：1
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同被引文献3

1WEI Qi-cai.Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm[J].Applied Mathematics(A Journal of Chinese Universities),2015,30(2):217-226. 被引量：2
2Fu Qing GAO,Yong Hong LIU.Local Functional Limit Theorems of Increments for Brownian Motion[J].Acta Mathematica Sinica,English Series,2018,34(7):1074-1086. 被引量：6
3危启才.大偏差与l^p-值Wiener过程在Hlder范数下的泛函连续模[J].数学学报（中文版）,2003,46(4):697-708. 被引量：3

引证文献2

1危启才,王文胜.l^p-值Wiener过程子列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）,2019,34(2):142-150.
2刘永宏,刘海国,周霞.l^p-值Wiener过程增量在H?lder范数下的局部Strassen重对数律[J].应用数学,2020,33(1):256-262.

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Acta Mathematica Sinica,English Series

2005年第3期

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