Local Functional Limit Theorems of Increments for Brownian Motion

被引：0

作者：

Fu Qing GAO ^{[1
]}

Yong Hong LIU ^{[2
]}

机构：

[1] School of Mathematics and Statistics, Wuhan University

[2] Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation,School of Mathematics and Computing Science, Guilin University of Electronic Technology

来源：

Acta Mathematica Sinica,English Series | 2018年 / 07期

关键词：

Brownian motion; increment; local functional limit; rate of convergence; large deviation; small deviation;

D O I：

暂无

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we present a local Csrg–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.

引用

页码：1074 / 1086

页数：13

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