Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in H¨older Norm  

作　　者：Jie XU Yun Min ZHU Ji Cheng LIU 

机构地区：[1]College of Mathematics and Information Science, He'nan Normal University [2]College of Mathematics, Sichuan University [3]School of Mathematics and Statistics, Huazhong University of Science and Technology

出　　处：《Acta Mathematica Sinica,English Series》2015年第6期913-920,共8页数学学报（英文版）

基　　金：Supported by NSFC(Grant Nos.11271013,61273074,61201065,61203219,11471104);the Fundamental Research Funds for the Central Universities,HUST(Grant Nos.2012QN028 and 2014TS066);IRTSTHN(Grant No.14IRSTHN023);Ph D research startup foundation of He’nan Normal University(Grant No.5101019170120);Youth Science Foundation of He’nan Normal University(Grant No.5101019279032)

摘　　要：In this paper, we first prove Schilder＇s theorem in H？lder norm （0 ≤ α 〈1） with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology.In this paper, we first prove Schilder＇s theorem in H？lder norm （0 ≤ α 〈1） with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology.

关 键 词：Schilder＇s theorem large deviations fractional Brownian motion Cr p-capacity 

分 类 号：O212.1[理学—概率论与数理统计]