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A functional modulus of continuity for Brownian motion |
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| Authors: | Jicheng Liu Jiagang Ren |
| Institution: | a Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China b GFMUL, Av. Prof. Gama Pinto, 2, 1649-003 Lisbon, Portugal c School of Mathematics and Computational Science, Zhongshan University, Guangzhou, Guangdong 510275, PR China |
| Abstract: | In this paper, we prove a sharpening of large deviation for increments of Brownian motion in (p,r)-capacity and Hölder norm case. As an application, we obtain a functional modulus of continuity for (p,r)-capacity in the stronger topology. |
| Keywords: | 60F10 60F15 |
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