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Functional Modulus of Continuity for Brownian Motion in Holder Norm |
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| Authors: | WEI Qicai |
| Institution: | SchoolofEconomics,ZhejiangUniversity,Hangzhou310028,China. |
| Abstract: | The author establishes a large deviation for k-dimensional Brownian motion B in stronger topology, by which the functional modulus of continuity for B in Holder norm can be obtained. |
| Keywords: | Large deviations Functional modulus of continuity k-dimensional Brownian motion Holder norm |
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