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

Author:

Xu Jie,Zhu Yun Min,Liu Ji Cheng

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,General Mathematics

Reference17 articles.

1. Baldi, P., Ben Arous, G., Kerkyacharian, G.: Large deviations and the Strassen theorem in Hölder norm. Stochastic Process. Appl., 42, 171–180 (1992)

2. Csörgó, M., Révész, P.: Strong Approximations in Probability and Statistics, Academic Press., New York, 1981

3. Ciesielek, Z.: On the isomorphism of the spaces Ha and m. Bull. Acad. Pol. Sci., 7, 217–212 (1999)

4. Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions, Volume 44 of Encyclopedia of Mathematics and Its Applications, Cambridge University Press, Cambridge, 1992

5. Fernique, X.: Int’egrabilit’e des vecteurs gaussiens. C. R. Acad. Sci. Paris Ser. A, 270(25), 1698–1699 (1970)

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1. Quasi Sure Strassen’s Law of the Iterated Logarithm for Increments of FBM in Hölder Norm;Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences);2021-01

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