Article ID Journal Published Year Pages File Type
1153590 Statistics & Probability Letters 2009 10 Pages PDF
Abstract
We investigate the convergence of the functional limit for increments of a Brownian motion in Hölder norm. The rate of convergence in the functional limit for increments of a d-dimensional Brownian motion is derived. The main tool in the proof is large deviation and small deviation for Brownian motion in Hölder topology.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
The rate of convergence for increments of a Brownian motion in Hölder norm
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