Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm

DOI10.1007/S11766-015-3114-0zbMath1340.60058MaRDI QIDQ904136

Wei, Qicai

Publication date: 15 January 2016

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

zbMATH Keywords

Hölder normWiener processsubsequence's C-R increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• On the increments of Wiener process -- a look through subsequences
• Large deviations and functional iterated logarithm law for diffusion processes
• Large deviations and the Strassen theorem in Hölder norm
• An invariance principle for the law of the iterated logarithm
• Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm

This page was built for publication: Functional sample path properties of subsequence's C-R increments for a Wiener process in Hölder norm