Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
6417632 | Journal of Mathematical Analysis and Applications | 2016 | 15 Pages |
Abstract
In this paper, we establish a large deviation principle for increments of a two-parameter Wiener process in Hölder norm with respect to Cr,p-capacity on an abstract Wiener space. Moreover, a quasi sure functional modulus of continuity for a two-parameter Wiener process in Hölder norm is also derived.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jie Xu,