A functional modulus of continuity for Brownian motion

DOI10.1016/j.bulsci.2006.03.009zbMath1108.60019OpenAlexW1985101240MaRDI QIDQ865502

Jicheng Liu, Jiangang Ren

Publication date: 14 February 2007

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2006.03.009

zbMATH Keywords

large deviationSchilder's theorem\((p,r)\)-capacity

Mathematics Subject Classification ID

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

Related Items

Large deviation principle for fractional Brownian motion with respect to capacity ⋮ Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm ⋮ Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm

Cites Work

• Large deviations and the Strassen theorem 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.
• A functional modulus of continuity for a Wiener process
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