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

DOI10.1080/03610926.2015.1109662zbMath1338.60087OpenAlexW2470469873MaRDI QIDQ2807789

Jie Xu, Yu Miao, Jicheng Liu

Publication date: 25 May 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1109662

zbMATH Keywords

large deviationsfractional Brownian sheetSchilder's theorem\(C_{r,p}\)-capacity

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10)

Related Items (2)

Chung's functional law of the iterated logarithm for the Brownian sheet ⋮ Unnamed Item

Cites Work

• On a functional limit result for increments of a fractional Brownian motion
• The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
• Basic properties of Brownian motion and a capacity on the Wiener space
• Large deviations and the Strassen theorem in Hölder norm
• A large deviation principle for \((r,p)\)-capacities on the Wiener space

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