Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm

DOI10.1007/s10114-015-3560-xzbMath1325.60028OpenAlexW2186057169MaRDI QIDQ887453

Yunmin Zhu, Jie Xu, Jicheng Liu

Publication date: 26 October 2015

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-015-3560-x

zbMATH Keywords

fractional Brownian motionlarge deviationsSchilder's theorem\(C_{r,p}\)-capacity

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Strong limit theorems (60F15) Large deviations (60F10)

Related Items (1)

Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm

Cites Work

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• A generalization of functional law of the iterated logarithm for \((r,p)\)-capacities on the Wiener space.
• Stochastic calculus for fractional Brownian motion and related processes.
• A generalized Fernique theorem and applications
• Stochastic Equations in Infinite Dimensions

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