LI YuHui, LIU YongHong. The Rate of Quasi Sure Convergence of a Functional Limitation Theorem for a Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(1): 49-57.
Citation:
LI YuHui, LIU YongHong. The Rate of Quasi Sure Convergence of a Functional Limitation Theorem for a Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(1): 49-57.
LI YuHui, LIU YongHong. The Rate of Quasi Sure Convergence of a Functional Limitation Theorem for a Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(1): 49-57.
Citation:
LI YuHui, LIU YongHong. The Rate of Quasi Sure Convergence of a Functional Limitation Theorem for a Brownian Motion[J]. Chinese Journal of Applied Probability and Statistics, 2017, 33(1): 49-57.
The Rate of Quasi Sure Convergence of a Functional Limitation Theorem for a Brownian Motion
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.
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