k-维Brown运动子列C-R型增量在Hlder范数下的泛函样本轨道性质

借助于k-维Brown运动在Hlder范数生成的强拓扑下的大偏差公式,得到了k-维Brown运动子列C-R型增量在Hlder范数下的泛函样本轨道性质.藉此性质,可以得到k-维Brown运动在Hlder范数下的泛函重对数定律.     

Brown运动增量在Hlder范数下的拟必然收敛速度

利用Brown运动在Hlder范数下关于容度的大偏差与小偏差,得到了Brown运动增量在Hlder范数下关于(r,p)-容度的拟必然收敛速度.     

Brown运动增量在Hlder范数下关于(r,p)-容度的泛函极限定理

利用Brown运动在Hlder范数下关于(r,p)-容度的大偏差,证明了Brown运动增量在Hlder范数下关于(r,p)-容度的泛函极限定理.     

Brown运动连续模在Hlder范数下的拟必然收敛速度(英文)

本文中,用Brown运动在 Hlder范数下关于Cr,p -容度的大偏差与小偏差,得到了Brown运动连续模在 Hlder范数下关于Cr,p -容度的泛函收敛速度.     

抽象Wiener空间上Brown运动增量关于(r,p)-容度的钟泛函重对数律（英文）

应用Brown运动在Hlder范数下关于(r,p)-容度的大偏差和小偏差,得到了Brown运动增量在Hlder范数下关于(r,p)-容度的钟泛函重对数律.     

Brown运动增量在H?lder范数下的局部泛函Chung重对数律

本文利用Brown运动在H?lder范数下的大偏差和小偏差,得到了Brown运动增量在H?lder范数下的局部泛函Chung重对数律.     

Brown运动增量在H?lder范数下的局部Strassen重对数律

本文利用Brown运动在H?lder范数下的大偏差,研究了Brown运动增量在H?lder范数下的局部Strassen重对数律,本文推广了Gantert和危启才文中的相应结果.     

Brown运动连续模在H(o)lder范数下的拟必然收敛速度

本文中,用Brown运动在H(o)lder范数下关于Cr,p-容度的大偏差与小偏差,得到了Brown运动连续模在H(o)lder范数下关于Cr,p-容度的泛函收敛速度.     

Meyer-Knig-Zeller算子在Hlder范数下的逼近性质

首先介绍了Hlder空间中相关范数、连续模的基本概念以及Meyer-KnigZeller算子的定义,然后讨论了Meyer-Knig-Zeller算子在Hlder空间中的逼近性质.利用连续模与K-泛函的等价关系,得到了在Hlder范数下Meyer-Knig-Zeller算子对[0,1]上连续函数逼近的正定理.     

d维分数Brown运动在Hölder范数下的泛函连续模

通过估计d维分数Brown运动在H(o)lder范数下的大偏差概率,得到了分数Brown运动的连续模性质.     

Hlder范数下关于Brown运动增量的泛函局部收敛速度

本文研究了Brown运动在H?lder范数与容度下的泛函极限问题.利用大偏差小偏差方法,获得了Brown运动增量局部泛函极限的收敛速度,推广了文[4]中的结果.     

A functional modulus of continuity for Brownian motion

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.     

The Generalized Multifractional Brownian Motion

It is well known that the fractional Brownian motion (FBM) is of great interest in modeling. However, its Hölder is the same all along its path and this restricts its field of application. Therefore, it would be useful to construct a Gaussian process extending the FBM and having a Hölder that is allowed to change. A partial answer to this problem is supplied by the multifractional Brownian motion (MBM); but the Hölder of the MBM must necessarily be continuous and this may be a drawback in some situations. In this paper we construct a Gaussian process generalizing the MBM and having a Hölder that can be a very irregular function.     

Onsager-Machlup functional for the fractional Brownian motion

 Let X be the solution of the stochastic differential equation where B ^H is a fractional Brownian motion with Hurst parameter H. In this paper we compute the Onsager-Machlup functional of X for the supremum norm and H?lder norms of order β with in the case and for H?lder norms of order β with when . Received: 16 July 2001 / Revised version: 12 March 2002 / Published online: 10 September 2002     

Some discrete Sobolev's inequalities in three-dimensional spherical and cylindrical coordinates

The discrete Sobolev's inequalities inL _p norm are proved for three-dimensional spherical and cylindrical coordinates, by using discrete Hölder inequality, property of the triangle functions and complicated deduction.     

Ideal weights: Asymptotically optimal versions of doubling, absolute continuity, and bounded mean oscillation

Sharp inequalities between weight bounds (from the doubling, A_p, and reverse Hölder conditions) and the BMO norm are obtained when the former are near their optimal values. In particular, the BMO norm of the logarithm of a weight is controlled by the square root of the logarithm of its A_∞ bound. These estimates lead to a systematic development of asymptotically sharp higher integrability results for reverse Hölder weights and extend Coifman and Fefferman's formulation of the A_∞ condition as an equivalence relation on doubling measures to the setting in which all bounds become optimal over small scales.     

Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Hölder Norm

In this paper, based on large deviation formulas established in stronger topology generated by H?lder norm, we obtained the functional limit theorems for C-R increments of k-dimensional Brownian motion in H?lder norm Received December 19, 1999, Revised March 3, 2000, Accepted April 7, 2000     

The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion

We investigate the quasi sure convergence of the functional limit for increments of a Brownian motion. The rate of quasi sure convergence in the functional limit for increments of a d-dimensional Brownian motion is derived. The main tool in the proof is large deviation and small deviation for Brownian motion in terms of (r,p)-capacity.     

Brown运动增量在H(o)lder范数下关于(r,p)-容度的泛函极限定理

利用Brown运动在H\"older 范数下关于$(r,p)$-容度的大偏差,证明了Brown运动增量在H\"older范数下关于$(r,p)$-容度的泛函极限定理.