The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion

DOI10.1016/j.jmaa.2009.02.036zbMath1166.60022OpenAlexW2142176227MaRDI QIDQ1022995

Luoqing Li, Yong Hong Liu

Publication date: 10 June 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.02.036

zbMATH Keywords

rate of convergenceBrownian motionincrement\((r, p)\)-capacityfunctional limit

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65)

Related Items (1)

Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm

Cites Work

• A large deviation principle for \((r,p)\)-capacities on the Wiener space
• A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space.
• The rate of convergence in the functional limit theorem for increments of a Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:3339856 On the functional form of L�vy's modulus of continuity for Brownian motion]
• First Passage times and Sojourn Times for Brownian Motion in Space and the Exact Hausdorff Measure of the Sample Path

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