大偏差与l^p-值Wiener过程在Hlder范数下的泛函连续模  

Large Deviations and Functional Moduli of Continuity for l^p-Valued Wiener Processes in Holder Norm

作　　者：危启才[1] 

机构地区：[1]华中科技大学数学系,武汉430074

出　　处：《数学学报（中文版）》2003年第4期697-708,共12页Acta Mathematica Sinica：Chinese Series

基　　金：国家自然科学基金(19671018);浙江省自然科学基金

摘　　要：本文在Holder范数生成的强拓扑下,建立了l^2-值Wiener过程的大偏差公式,从而得到了l^2-值与l^p-值Wiener过程在Holder范数下的泛函连续模.In this paper, we establish a large deviation formula for l2-valued Wiener processes in strong topology generated by Holder norm, by which we can obtain the functional moduli of continuity for the l2-valued Wiener processes in particular, and also for the lp-valued, 1 ≤ p < ∞, Wiener processes in general.

关 键 词：大偏差公式 泛函连续模 ι^p-值Wiener过程 HOELDER范数 

分 类 号：O211.6[理学—概率论与数理统计]