Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm

Autor:	Yun Min Zhu, Jie Xu, Ji Cheng Liu
Rok vydání:	2015
Předmět:	Fractional Brownian motion Applied Mathematics General Mathematics Norm (mathematics) Mathematical analysis Schilder's theorem Large deviations theory Sharpening Rate function Mathematics
Zdroj:	Acta Mathematica Sinica, English Series. 31:913-920
ISSN:	1439-7617 1439-8516
DOI:	10.1007/s10114-015-3560-x
Popis:	In this paper, we first prove Schilder's theorem in Holder 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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::06773e86d9222626e22684378c093b21 https://doi.org/10.1007/s10114-015-3560-x Zobrazit plný text záznamu Plný text ve formátu PDF