Some exact equivalents for Brownian motion in Hölder norm
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Publication:1203925
DOI10.1007/BF01192717zbMath0767.60078MaRDI QIDQ1203925
Publication date: 10 March 1993
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Related Items (17)
Small ball probabilities for Gaussian processes with stationary increments under Hölder norms ⋮ Onsager-Machlup functional for some smooth norms on Wiener space ⋮ Small ball probabilities for a Wiener process under weighted sup-norms, with an application to the supremum of Bessel local times ⋮ Small deviations and Chung’s law of iterated logarithm for a hypoelliptic Brownian motion on the Heisenberg group ⋮ Weak convergence of smoothed empirical process in Hölder spaces ⋮ A Fourier analysis based new look at integration ⋮ Small ball probability estimates for the Hölder semi-norm of the stochastic heat equation ⋮ Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm) ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ On the asymptotic of the maximal weighted increment of a random walk with regularly varying jumps: the boundary case ⋮ Small ball estimates for Brownian motion and the Brownian sheet ⋮ Small ball estimates in \(p\)-variation for stable processes ⋮ Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm ⋮ The rate of convergence for increments of a Brownian motion in Hölder norm ⋮ Chung’s law for integrated Brownian motion ⋮ Quasi sure local convergence rate of a Brownian motion in the Hölder norm ⋮ Some Asymptotic Formulas for a Brownian Motion With a Regular Variation From a Parabolic Domain
Cites Work
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- Large deviations and the Strassen theorem in Hölder norm
- Small deviations in the functional central limit theorem with applications to functional laws of the iterated logarithm
- A relation between Chung's and Strassen's laws of the iterated logarithm
- Some Asymptotic Formulas for Wiener Integrals
- On the Maximum Partial Sums of Sequences of Independent Random Variables
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