Quasi Sure Large Deviation for Increments of Fractional Brownian Motion in H¨older Norm |
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摘 要: | In this paper, we first prove Schilder's theorem in H¨older norm(0 ≤α 1) with respect to Cr,p-capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for Cr,p-capacity in the stronger topology.
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