Functional Modulus of Continuity for Brownian Motion in Holder Norm

Citation:

WEI Qicai.Functional Modulus of Continuity for Brownian Motion in Holder Norm[J].Chinese Annals of Mathematics B,2001,22(2):223~232
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Authors:

WEI Qicai;
Abstract: The author establishes a large deviation for k-dimensional Brownian motion B in stronger topology, by which the functional modulus of continuity for B in Holder norm can be obtained.

Keywords:

Large deviations, Functional modulus of continuity, k-dimensional Brownian motion, Holder norm

Classification:

60F15, 60G15
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