Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
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| 024 | 7 | 0 | |a 10.1007/s10114-015-3560-x |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10114-015-3560-x | ||
| 245 | 0 | 0 | |a Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm |h [Elektronische Daten] |c [Jie Xu, Yun Zhu, Ji Liu] |
| 520 | 3 | |a In this paper, we first prove Schilder's theorem in Hölder norm (0 ≤ α < 1) with respect to C r,p -capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for C r,p -capacity in the stronger topology. | |
| 540 | |a Institute of Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Chinese Mathematical Society and Springer-Verlag Berlin Heidelberg, 2015 | ||
| 690 | 7 | |a Schilder's theorem |2 nationallicence | |
| 690 | 7 | |a large deviations |2 nationallicence | |
| 690 | 7 | |a fractional Brownian motion |2 nationallicence | |
| 690 | 7 | |a C r,p -capacity |2 nationallicence | |
| 700 | 1 | |a Xu |D Jie |u College of Mathematics and Information Science, He'nan Normal University, 453007, Xinxiang, P. R. China |4 aut | |
| 700 | 1 | |a Zhu |D Yun |u College of Mathematics, Sichuan University, 610064, Chengdu, P. R. China |4 aut | |
| 700 | 1 | |a Liu |D Ji |u School of Mathematics and Statistics, Huazhong University of Science and Technology, 430074, Wuhan, P. R. China |4 aut | |
| 773 | 0 | |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/6(2015-06-01), 913-920 |x 1439-8516 |q 31:6<913 |1 2015 |2 31 |o 10114 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10114-015-3560-x |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10114-015-3560-x |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Xu |D Jie |u College of Mathematics and Information Science, He'nan Normal University, 453007, Xinxiang, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Zhu |D Yun |u College of Mathematics, Sichuan University, 610064, Chengdu, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Liu |D Ji |u School of Mathematics and Statistics, Huazhong University of Science and Technology, 430074, Wuhan, P. R. China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Acta Mathematica Sinica, English Series |d Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society |g 31/6(2015-06-01), 913-920 |x 1439-8516 |q 31:6<913 |1 2015 |2 31 |o 10114 | ||