Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in Holder Norm
Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in Holder Norm
复制标题
支架范数中分数布朗运动增量的准确定大偏差
DOI：
10.1007/s10114-015-3560-x
复制
发表时间：
2015
影响因子：
0.7
通讯作者：
Liu Ji Cheng
中科院分区：
文献类型：
--
作者：
Xu Jie;Zhu Yun Min;Liu Ji Cheng
本文首先证明了关于Cr，p-容量的Hölder范数（0 ≤ α < 1）下的Schilder定理。在此基础上，进一步证明了Cr，p-容度分数布朗运动增量的大偏差原理在强拓扑中的一个锐化.
In this paper, we first prove Schilder’s theorem in Hölder norm (0 ≤ α < 1) with respect toCr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion forCr,p-capacity in the stronger topology.