Brown运动增量;H\"older范数;大偏差;$(r;p)$-容度;泛函极限., Open Access Library" />
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系统科学与数学 2010
The Functional Limit Theorem for Increments of a Brownian Motion in H\
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Abstract:
Using large deviations for a Brownian motion in H\"older norm with respect to $(r,p)$-capacities, it is proven that the functional limit theorem for increments of a Brownian motion in H\"older norm with respect to $(r,p)$-capacities holds.