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)
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...
Supported by National Natural Science Foundation of China (Grant Nos.10901065 and 11271013);Fundamental Research Funds for the Central Universities,Huazhong University of Science and Technology (Grant No.2012QN028)
We prove that Euler's approximations for stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients converge almost surely. Moreover, the rate of convergence is obt...