A functional modulus of continuity for Brownian motion

IF 0.9 3区 数学 Q2 MATHEMATICS, APPLIED Bulletin des Sciences Mathematiques Pub Date : 2007-01-01 DOI:10.1016/j.bulsci.2006.03.009
Jicheng Liu , Jiagang Ren
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引用次数: 4

Abstract

In this paper, we prove a sharpening of large deviation for increments of Brownian motion in (p,r)-capacity and Hölder norm case. As an application, we obtain a functional modulus of continuity for (p,r)-capacity in the stronger topology.

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布朗运动连续性的泛函模
在(p,r)-容量和Hölder范数情况下,我们证明了布朗运动增量的大偏差锐化。作为应用,我们得到了(p,r)-容量在强拓扑下的连续泛函模。
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来源期刊
CiteScore
1.90
自引率
7.70%
发文量
71
审稿时长
6-12 weeks
期刊介绍: Founded in 1870, by Gaston Darboux, the Bulletin publishes original articles covering all branches of pure mathematics.
期刊最新文献
Limit theorems under nonlinear expectations dominated by sublinear expectations Editorial Board Isomorphisms and automorphisms of multiprojective bundles and symmetric powers of projective bundles Blowups of hypersurfaces Birational geometry of special quotient foliations and Chazy's equations
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