Local Functional Limit Theorems of Increments for Brownian Motion
Local Functional Limit Theorems of Increments for Brownian Motion
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DOI:
10.1007/s10114-018-6517-z
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发表时间:
2018-01
期刊:
影响因子:
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通讯作者:
F. Gao;Yong Liu
中科院分区:
文献类型:
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作者:
F. Gao;Yong Liu
In this paper, we present a local Csörgö–Révész type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Lévy’s modulus of continuity for Brownian motion.