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Strassen定理的一个推广 被引量:1

A Generalization of Strassen's Theorem for Brownian Motion
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摘要 该文得到了在(p,r)-容度及Hlder范数意义下的Schilder定理.作为它的一个应用,作者在此情形下证明了一个更强的Strassen重对数律. In this paper, the author obtains Schilder's theorem in (p, r)-capacity and HSlder norm case. As an application, the author proves a sharpening of Strassen's law of iterated logarithm in this case.
作者 刘继成
出处 《数学物理学报(A辑)》 CSCD 北大核心 2006年第4期485-492,共8页 Acta Mathematica Scientia
基金 国家自然科学基金(10526020)资助
关键词 Schilder定理 Strassen定理 (p r)-容度 Schilder's theorem Strassen's theorem (p, r)-capacity.
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参考文献6

  • 1Baldi P, Ben Arous G, Kerkyacharian G. Large deviations and the Strassen theorem in Holder norm.Stochastic Processes and their Applications, 1992, 42:171-180
  • 2Deuschel M, Strook D W. Large Deviation. Boston: Academic Press, 1989
  • 3Huang Z, Yan J. Introduction to Infinite Dimensional Stochastic Analysis. Beijing/New York: Science Press/Kluwer Academic Publishers, 2000
  • 4Malliavin P. Stochastic Analysis, Grundlehren der Mathematischen Wissenschaften 313. Berlin: Springer-Verlag, 1997
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同被引文献8

  • 1张立新.布朗运动在(r,p)-容度意义下的下极限性质[J].数学学报(中文版),1996,39(4):543-555. 被引量:7
  • 2Revesz P. A generalization of Strassen's functional law of the iterated logarithm[J]. Zeitschrift fur Wahrscheinlichkeitstheo- rie und Verwandte Gebiete, 1979,50(3) : 257-264.
  • 3Gantert N. An inversion of Strassen's law of the iterated logarithm for small time[J]. The Annals of Probability, 1993,21 (2) : 1045-1049.
  • 4Baldi P,Ben A G, Kerkyacharian G. Large deviations and the Strassen theorem in HOlder norm[J]. Stochastics Processes und their Applications,1992,42(1) :171-180.
  • 5Baldi P, Roynette B. Some exact equivalents for the Brownian motion in Holder norm[J]. Probability Theory and Related Fields, 1992,93(4) :457-484.
  • 6Liu Yonghong,Li Yuhui. Quasi sure local convergence rate of a Brownian motion in Holder norm[J]. Proceedings of the A- merican Mathematical Society,2012,140(2) : 715-730.
  • 7Chen Xiong, Balakrishnan N. Extensions of functional LIL w. r. t, (r,p)-Capacities on Wiener space[J]. Statistics & Proba- bility Letters 2007,77(4) : 468-473.
  • 8刘永宏.Brown运动在容度意义下的局部Strassen重对数律[J].武汉工业学院学报,2002,21(3):97-98. 被引量:2

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