Article ID Journal Published Year Pages File Type
6417632 Journal of Mathematical Analysis and Applications 2016 15 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Analysis
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