d维分数Brown运动在Hlder范数下的泛函连续模  

Functional Modulus of Continuity for d-Dimensional Fractional Brownian Motion in Hlder Norm

作　　者：林正炎[1] HWANG Kyo-shin 庞天晓[1] 

机构地区：[1]浙江大学数学系,杭州310027 [2]Research Institute of Natural Science Geongsang National University,Jinju 660-701,Korea.

出　　处：《数学年刊（A辑）》2007年第2期167-182,共16页Chinese Annals of Mathematics

基　　金：国家自然科学基金(No.10571159);教育部博士点专项基金(No.20060335032);the Korea Research Foundation Grant Funded by Korea Government(MoEHRD Basic Research Fund)(No.Mol-2003-000-10302-0)资助的项目

摘　　要：通过估计d维分数Brown运动在Holder范数下的大偏差概率,得到了分数Brown运动的连续模性质．This paper obtains functional modulus of continuity for d-dimensional fractional Brownian motion in HSlder norm via estimating large deviation probabilities for d-dimensional fractional Brownian motion in Hoeder norm.

关 键 词：大偏差概率 Hoelder模 泛函连续模 d维分数Brown运动 高斯随机向量 

分 类 号：O177.2[理学—数学]