| 黎协锐,刘永宏.Brown运动增量在Holder范数下的拟必然收敛速度*[J].数学年刊A辑,2015,36(2):129~136 |
| Brown运动增量在Holder范数下的拟必然收敛速度* |
| The Rate of Quasi Sure Convergence for Increments ofa Brownian Motion in H¨older Norm |
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| DOI： |
| 中文关键词: Brown运动增量, 收敛速度, (r,p)-容度, Holder 范数 |
| 英文关键词:Increments of Brownian motion, The rate of convergence, (r, p)-
Capacities, H¨older norm |
| 基金项目:本文受到广西教育厅高校科研基金 (No.YB2014117, No.LD14052B) 和广西财经学院数量经济学重点实验室项目(No.2014SYS19)的资助. |
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| 中文摘要: |
| 利用Brown运动在Holder范数下关于容度的大偏差与小偏差, 得到了
Brown运动增量在Holder范数下关于(r,p)-容度的拟必然收敛速度. |
| 英文摘要: |
| Using large deviation and small deviation of a Brownian motion in H¨older norm
with respect to (r, p)-capacities, the authors get the rate of quasi sure convergence for increments
of a Brownian motion in H¨older norm with respect to (r, p)-capacities. |
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