Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4619935 | Journal of Mathematical Analysis and Applications | 2009 | 9 Pages |
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.
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