The rate of convergence for increments of a Brownian motion in Hölder norm

DOI10.1016/j.spl.2009.03.008zbMath1172.60309OpenAlexW2092138119MaRDI QIDQ1030162

Chenggao Wan, Luoqing Li, Yong Hong Liu

Publication date: 1 July 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.03.008

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

Cites Work

• Large deviations and the Strassen theorem in Hölder norm
• Some exact equivalents for Brownian motion in Hölder norm
• Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm)
• The rate of convergence in the functional limit theorem for increments of a Brownian motion

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