Quasi-sure functional limit theorem for increments of a fractional Brownian sheet in Hölder norm

DOI10.1080/03610926.2015.1109662MaRDI QIDQ2807789zbMATH OpenOpenAlexFDO

Authors Jie Xu, Yu Miao, Jicheng Liu

Publication date 25 May 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1109662

zbMATH Keywords

large deviationsfractional Brownian sheetSchilder's theorem\(C_{r,p}\)-capacity

Mathematics Subject Classification ID

Large deviations (60F10) Strong limit theorems (60F15)

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

• A large deviation principle for \((r,p)\)-capacities on the Wiener space
• Basic properties of Brownian motion and a capacity on the Wiener space
• Large deviations and the Strassen theorem in Hölder norm
• On a functional limit result for increments of a fractional Brownian motion
• The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion

Cited in

(9)

• Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
• Quasi-sure \(p\)-variation of fractional Brownian motion
• scientific article; zbMATH DE number 5492526 (Why is no real title available?)
• Local functional law of the iterated logarithm for increments of a Brownian sheet
• Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm
• Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
• The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
• Chung's functional law of the iterated logarithm for the Brownian sheet
• Quasi Surep-Variation of Fractional Brownian Sheet

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