Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm
type: Item
instance of: scholarly article
title: Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm
zbMATH Open document ID: 1334.60034
author: Jie Xu
published in: Journal of Mathematical Analysis and Applications
publication date: 2015-11-10T00:00:00Z
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 6506810
zbMATH Keywords: large deviations
zbMATH Keywords: two-parameter Wiener process
zbMATH Keywords: Hölder norm
zbMATH Keywords: \(C_{r,p}\)-capacity
zbMATH Keywords: Schilder's theorem
zbMATH Keywords: quasi sure functional modulus of continuity
MaRDI profile type: Publication
full work available at URL: j.jmaa.2015.08.021
OpenAlex ID: W1195941793
cites work: Large deviations and the Strassen theorem in Hölder norm
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cites work: Q2703823
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cites work: Q3513847
cites work: Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
cites work: On Strassen-type results for the increments of two-parameter Wiener processes
cites work: Lectures on stochastic differential equations and Malliavin calculus
cites work: A large deviation principle for \((r,p)\)-capacities on the Wiener space
DOI: 10.1016/J.JMAA.2015.08.021
description: scientific article; zbMATH DE number 6506810