Article ID Journal Published Year Pages File Type
4619935 Journal of Mathematical Analysis and Applications 2009 9 Pages PDF
Abstract

We investigate the quasi sure convergence of the functional limit for increments of a Brownian motion. The rate of quasi sure 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 terms of (r,p)-capacity.

Related Topics
Physical Sciences and Engineering Mathematics Analysis