Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm
Functional sample path properties of subsequence's C-R increments for a Wiener process in Hlder norm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.