FUNCTIONAL MODULUS OF CONTINUITY FOR BROWNIAN MOTION IN HLDER NORM

作     者：WEI QICAI School of Economics, Zhejiang University, Hangzhou 310028, China. WEI QICAI School of Economics, Zhejiang University, Hangzhou 310028, China.

作者机构：School of Economics Zhejiang University Hangzhou 310028 China 

出 版 物：《Chinese Annals of Mathematics,Series B》 (数学年刊（B辑英文版）)

年 卷 期：2001年第22卷第2期

页      面：223-232页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Large deviations Functional modulus of continuity k-dimensional Brownian motion Holder norm 

摘      要：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.