scientific article; zbMATH DE number 5629892

MaRDI QIDQ3640343zbMATH OpenFDO

Authors Yonghong Liu

Publication date 11 November 2009

zbMATH Keywords

large deviationssmall deviationsfunctional limitHölder normmodulus of continuity for Brownian motion

Mathematics Subject Classification ID

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

Cited in

(5)

• The uniform modulus of continuity of iterated Brownian motion
• Quasi sure local convergence rate of a Brownian motion in the Hölder norm
• scientific article; zbMATH DE number 6746715 (Why is no real title available?)
• The modulus of continuity theorem for G-Brownian motion
• Rate of strong convergence to Markov-modulated Brownian motion

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