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The rate of quasi sure convergence in the functional limit theorem for increments of a Brownian motion
Authors:Yonghong Liu
Institution:Faculty of Mathematics and Computer Science, Hubei University, Wuhan 430062, PR China
Abstract: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.
Keywords:Brownian motion  Increment  Functional limit  Rate of convergence  (_method=retrieve&  _eid=1-s2  0-S0022247X09001796&  _mathId=si2  gif&  _pii=S0022247X09001796&  _issn=0022247X&  _acct=C000069490&  _version=1&  _userid=6211566&  md5=53d1eca78eb60e5ed8ac06aaa3b1b41f')" style="cursor:pointer  r" target="_blank">" alt="Click to view the MathML source" title="Click to view the MathML source">r  p)-Capacity
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