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| 摘要: |
| 本文研究了Brown运动在Hölder范数与容度下的泛函极限问题.利用大偏差小偏差方法,获得了Brown运动增量局部泛函极限的收敛速度,推广了文[4]中的结果. |
| 关键词: Brown运动 收敛速度 Hölder范数 容度 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:国家自然科学基金资助(71162017);广西自然科学基金资助(2014GXNSFAA118010). |
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| THE RATE OF LOCAL FUNCTIONAL CONVERGENCE FOR BROWNIAN MOTION'S INCREMENTS IN HOLDER NORM |
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LI Yu-hui
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| Abstract: |
| In this paper, the local functional limit theorem for increments of a Brownian motion is derived. With large and small deviations, the local functional convergence rate for increments of Brownian motion in Hölder norm with respect to capacity is estimated, and the result in[4] is generalized. |
| Key words: Brownian motion convergence rate Hölder norm capacity |
