A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space.

DOI10.1016/S0304-4149(00)00096-XzbMath1059.60086MaRDI QIDQ1766008

Xianqiang Yang

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

capacitylaw of the iterated logarithmclassical Wiener space

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (6)

A functional modulus of continuity for Brownian motion ⋮ Functional limit theorems for \(d\)-dimensional FBM in Hölder norm ⋮ Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm ⋮ Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm ⋮ The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion ⋮ Quasi sure local convergence rate of a Brownian motion in the Hölder norm

Cites Work

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• Lectures on stochastic differential equations and Malliavin calculus
• Basic properties of Brownian motion and a capacity on the Wiener space
• Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
• Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
• A large deviation principle for \((r,p)\)-capacities on the Wiener space
• (r, p)-Capacity on the Wiener space and properties of Brownian motion
• [https://portal.mardi4nfdi.de/wiki/Publication:3914144 A unification of Strassen's law and L�vy's modulus of continuity]
• A generalization of Strassen's functional law of iterated logarithm

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