Title of article :
The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
Author/Authors :
Liu، نويسنده , , Yonghong and Li، نويسنده , , Luoqing، نويسنده ,
Issue Information :
دوهفته نامه با شماره پیاپی سال 2009
Abstract :
We investigate the quasi sure convergence of the functional limit for increments of a Brownian motion. The rate of quasi sure convergence in the functional limit for increments of a d-dimensional Brownian motion is derived. The main tool in the proof is large deviation and small deviation for Brownian motion in terms of ( r , p ) -capacity.
Keywords :
Rate of convergence , Functional limit , ( r , Increment , Brownian motion , p )-Capacity
Journal title :
Journal of Mathematical Analysis and Applications
Journal title :
Journal of Mathematical Analysis and Applications