Brown运动连续模在Hlder范数下的拟必然收敛速度(英文)  

The Rate of Quasi Sure Convergence for Modulus of Continuity of a Brownian Motion in Hlder Norm

作　　者：李余辉[1] 邹小维[2] 刘永宏[1] 谢德悦[1] 

机构地区：[1]桂林电子科技大学数学与计算科学学院,广西桂林541004 [2]武汉铁路职业技术学院数学教研室,湖北武汉430063

出　　处：《应用数学》2012年第2期425-431,共7页Mathematica Applicata

基　　金：Supported by the Science Research Foundations for the Doctoral Program of Guilin University of Electronic Technology under Grant(UF09007Y);the Guangxi Natural Science Foundations under Grant(2010GXNSB013049);the National Natural Science Foundations under Grant(11101100,71001015)

摘　　要：本文中,用Brown运动在 Hlder范数下关于Cr,p -容度的大偏差与小偏差,得到了Brown运动连续模在 Hlder范数下关于Cr,p -容度的泛函收敛速度.In this paper, with the help of large deviations and small deviations for a Brownian mo tion in H61der norm with respect to （r, p） -capacities. the rate of convergence in the functional mod- ulus of continuity for Brownian motion in H61der norm with respect to Cr,p -capacities is derived.

关 键 词：BROWN运动 连续模 收敛速度 Hlder范数 Cr p -容度 

分 类 号：O211.4[理学—概率论与数理统计]