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Local Functional Limit Theorems of Increments for Brownian Motion 被引量:6
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作者 Fu Qing GAO Yong Hong LIU 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2018年第7期1074-1086,共13页
In this paper, we present a local Csorgo- Revesz type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Levy's modulus of contin... In this paper, we present a local Csorgo- Revesz type functional limit theorem for increments of Brownian motion and give its convergence rate. The results also extend the functional forms of Levy's modulus of continuity for Brownian motion. 展开更多
关键词 keywords brownian motion INCREMENT local functional limit rate of convergence large deviation small deviation
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