Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm

DOI10.1016/j.jmaa.2015.08.021zbMath1334.60034OpenAlexW1195941793MaRDI QIDQ890512

Jie Xu

Publication date: 10 November 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.08.021

zbMATH Keywords

Hölder normlarge deviationstwo-parameter Wiener processSchilder's theorem\(C_{r,p}\)-capacityquasi sure functional modulus of continuity

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (2)

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

Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• A functional modulus of continuity for 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
• Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
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