The rate of quasi sure convergence of the Strassen-type functional law of the iterated logarithm for a Brownian motion in Hölder norm

MaRDI QIDQ2824082zbMATHFDO

Authors Xierui Li, Yonghong Liu

Publication date 6 October 2016

Published in Journal of Mathematics. Wuhan University (Search for Journal in Brave)

zbMATH Keywords

Brownian motionquasi sure rate of convergenceHölder norm

Mathematics Subject Classification ID

Large deviations (60F10) Brownian motion (60J65) Functional limit theorems; invariance principles (60F17)

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Cited in

(12)

• Strassen theorem in Hölder norm for some Brownian functionals
• Quasi sure local convergence rate of a Brownian motion in the Hölder norm
• Quasi sure local Strassen's law of the iterated logarithm for increments of a Brownian motion
• Large deviations and the Strassen theorem in Hölder norm
• Quasi sure Strassen's law of the iterated logarithm for increments of FBM in Hölder norm
• The rate of quasi sure convergence for modulus of continuity of a Brownian motion in Hölder norm
• Chung's functional law of the iterated logarithm for increments of a Brownian motion with respect to \(\left ({r,p} \right)\)-capacities on an abstract Wiener space
• The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
• 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)
• Rate of convergence in the functional law of the iterated logarithm with non-standard normalizing factors
• The rate of quasi sure convergence for increments of a Brownian motion in Hölder norm
• The rate of quasi sure convergence of a functional limit theorem for a Brownian motion

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