| 摘要: |
| 本文研究了分数Brown运动Lévy连续模的泛函极限.利用分数Brown运动的大偏差与小偏差，得到了分数Brown运动Lévy连续模的一个Liminf.推广了Brown运动的相应结果. |
| 关键词: 分数Brown运动 Lévy连续模 liminf结果 |
| DOI： |
| 分类号:O211.4 |
| 基金项目:Supported by National Natural Science Foundation of China (11661025); Science Research Foundation of Guangxi Education department (YB2014117); Guangxi Programme for Promoting Young Teachers's Ability (2017KY0191). |
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| A LIMINF RESULT FOR LÉVY'S MODULUS OF CONTINUITY OF A FRACTIONAL BROWNIAN MOTION |
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LIU Yong-hong1,2, WANG Wei-na1,2
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1.School of Mathematics and Computing Science, Guilin University of Electronic Technology;2.Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guilin 541004, China
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| Abstract: |
| In this paper, we investigate functional limit for Lévy's modulus of continuity of a fractional Brownian motion. By using large deviation and small deviation for Brownian motion, a liminf for Lévy's modulus of continuity of a fractional Brownian motion is obtained, which extends the corresponding result of Brownian motion. |
| Key words: fractional Brownian motion Lévy's modulus of continuity liminf result |
