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Brown运动增量在H?lder范数下的局部Strassen重对数律
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  • 英文篇名:Local Strassen's Law of the Iterated Logarithm for Increments of a Brownian Motion in H?lder Norm
  • 作者:刘永宏 ; 王为娜
  • 英文作者:LIU Yonghong;WANG Weina;Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, School of Mathematics and Computing Science, Guilin University of Electronic Technology;
  • 关键词:Brown运动 ; 增量 ; 局部Strassen重对数律 ; H?lder范数
  • 英文关键词:Brownian motion;;increments;;local Strassen's law of the iterated logarithm;;H?lder norm
  • 中文刊名:SXJZ
  • 英文刊名:Advances in Mathematics
  • 机构:桂林电子科技大学数学与计算科学学院广西高校数据分析与计算重点实验室;
  • 出版日期:2019-01-15
  • 出版单位:数学进展
  • 年:2019
  • 期:v.48
  • 基金:国家自然科学基金(No.11661025);; 广西教育厅高校科研基金(No.YB2014117);; 广西中青年教师提升项目(No.2017KY0191);; 广西自然科学基金青年科学基金(No.2017JJB110041)
  • 语种:中文;
  • 页:SXJZ201901013
  • 页数:7
  • CN:01
  • ISSN:11-2312/O1
  • 分类号:123-129
摘要
本文利用Brown运动在H?lder范数下的大偏差,研究了Brown运动增量在H?lder范数下的局部Strassen重对数律,本文推广了Gantert和危启才文中的相应结果.
        Using large deviation of Brownian motion in H?lder norm, local Strassen's law of the iterated logarithm for increments of a Brownian motion in H?lder norm is investigated.This paper provides an extension of the corresponding results by Gantert and Wei.
引文
[1] Baldi, P., Ben Arous, G. and Kerkyacharian, G., Large deviations and the Strassen theorem in Holder norm,Stochastic Process Appl., 1992, 42(1):171-180.
    [2] Baldi, P. and Roynette, B., Some exact equivalents for the Brownian motion in Holder norm, Probab. Theory Related Fields, 1992, 93(4):457-484.
    [3] Gantert, N., An inversion of Strassen's law of the iterated logarithm for small time, Ann. Probab., 1993, 21(2):1045-1049.
    [4] Gao, F.Q. and Wang, Q.H., The rate of convergence in the functional limit theorem for increments of a Brownian motion, Statist. Probab. Lett., 2005, 73(2):165-177.
    [5] Liu, Y.H., Li, L.Q. and Wan, C.G., The rate of convergence for increments of a Brownian motion in Holder norm, Statist. Probab. Lett., 2009, 79(12):1463-1472.
    [6] Wei, Q.C., Functional modulus of continuity for Brownian motion in Holder norm, Chinese Ann. Math. Ser.B, 2001, 22(2):223-232.
    [7] Wei, Q.C., Functional limit theorems for C-R increments of k-dimensional Brownian motion in Holder norm,Acta Math. Sin.(Chin. Ser.), 2002, 45(1):117-126(in Chinese).

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