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

DOI10.1080/03610926.2015.1109662zbMATH Open1338.60087OpenAlexW2470469873MaRDI QIDQ2807789FDOQ2807789

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (9)

• Quasi-sure \(p\)-variation of fractional Brownian motion
• Functional limit theorems for C-R increments of \(k\)-dimensional Brownian motion in Hölder norm
• Chung's functional law of the iterated logarithm for the Brownian sheet
• Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm
• Title not available (Why is that?)
• Quasi Surep-Variation of Fractional Brownian Sheet
• Approximation in law to the \(d\)-parameter fractional Brownian sheet based on the functional invariance principle
• Local functional law of the iterated logarithm for increments of a Brownian sheet
• The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion

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