一个关于布朗运动泛函极限定理的拟必然收敛速度

The Rate of Quasi Sure Convergence of a Functional Limitation Theorem for a Brownian Motion

摘要: 本文利用大偏差小偏差研究得到布朗运动的一个局部泛函极限定理, 证明了在拟必然收敛意义下布朗运动增量关于(r,p)容度局部泛函极限的收敛速度.

Abstract: In this paper the local functional limit theorem for increments of a Brownian motion is derived with large and small deviations, and the local functional convergence rate for increments of Brownian motion in Holder norm with respect to (r,p)capacity is estimated.