Quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm
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Publication:890512
DOI10.1016/J.JMAA.2015.08.021zbMATH Open1334.60034OpenAlexW1195941793MaRDI QIDQ890512FDOQ890512
Authors: Jie Xu
Publication date: 10 November 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2015.08.021
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Cites Work
- Large deviations and the Strassen theorem in Hölder norm
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- Lectures on stochastic differential equations and Malliavin calculus
- Basic properties of Brownian motion and a capacity on the Wiener space
- A functional modulus of continuity for Brownian motion
- On Strassen-type results for the increments of two-parameter Wiener processes
- A large deviation principle for \((r,p)\)-capacities on the Wiener space
- Large deviations for solutions of hyperbolic SPDE's in the Hölder norm
- Title not available (Why is that?)
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