Quasi sure local convergence rate of a Brownian motion in the Hölder norm

DOI10.1090/S0002-9939-2011-11344-3zbMath1245.60039OpenAlexW1973955190MaRDI QIDQ3116562

Yuhui Li, Yong Hong Liu

Publication date: 24 February 2012

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-2011-11344-3

zbMATH Keywords

Hölder norm\(C_{r,p}\)-capacitylarge and small deviationsrate of local convergence

Mathematics Subject Classification ID

Strong limit theorems (60F15) Brownian motion (60J65) Large deviations (60F10) Sample path properties (60G17)

Cites Work

• Unnamed Item
• An inversion of Strassen's law of the iterated logarithm for small time
• Extensions of functional LIL w.r.t. (\(r, p\))-capacities on Wiener space
• Large deviations and the Strassen theorem in Hölder norm
• Some exact equivalents for Brownian motion in Hölder norm
• 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.

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