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Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm

Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm

作     者:WEI Qi-cai 

作者机构:School of Mathematics & Computer Science Wuhan Polytechnic University 

出 版 物:《Applied Mathematics(A Journal of Chinese Universities)》 (高校应用数学学报(英文版)(B辑))

年 卷 期:2015年第30卷第2期

页      面:217-226页

核心收录:

学科分类:07[理学] 070104[理学-应用数学] 0701[理学-数学] 

基  金:Supported by the Natural Science Foundation of Hubei Province of China(2011CDB229) 

主  题:Wiener process subsequence's C-R increments HSlder norm. 

摘      要:In this paper, with the aid of large deviation formulas established in strong topology of functional space generated by HSlder norm, we discuss the functional sample path properties of subsequence's C-R increments for a Wiener process in HSlder norm. The obtained results, generalize the corresponding results of Chen and the classic Strassen's law of iterated logarithm for a Wiener process.

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