大偏差与l~p-值Wiener过程在Hlder范数下的泛函连续模 |
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引用本文: | 危启才.大偏差与l~p-值Wiener过程在Hlder范数下的泛函连续模[J].数学学报,2003,46(4):697-708. |
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作者姓名: | 危启才 |
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作者单位: | 危启才(华中科技大学数学系,武汉,430074) |
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基金项目: | 国家自然科学基金资助项目(19671018);浙江省自然科学基金资助项目 |
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摘 要: | 本文在Holder范数生成的强拓扑下,建立了l~2-值Wiener过程的大偏差公式,从而得到了l~2-值与l~p-值Wiener过程在Holder范数下的泛函连续模.
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关 键 词: | 大偏差公式 泛函连续模 l~p-值Wiener过程 Hlder范数 |
文章编号: | 0583-1431(2003)04-0697-12 |
修稿时间: | 2002年4月2日 |
Large Deviations and Functional Moduli of Continuity for l~p-Valued Wiener Processes in Holder Norm |
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Institution: | Qi Cai WEI
(Department of Mathematics, Huazhong University of Science & Technology, Wuhan 430074, P. R. China) |
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Abstract: | In this paper, we establish a large deviation formula for l2-valued Wiener processes in strong topology generated by Holder norm, by which we can obtain the functional moduli of continuity for the l2-valued Wiener processes in particular, and also for the lp-valued, 1 ≤ p < ∞, Wiener processes in general. |
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Keywords: | Large deviation formulas Functional moduli of continuity lp-valued Wiener processes Holder norm |
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