大偏差与l~p-值Wiener过程在Hlder范数下的泛函连续模

危启才

数学学报 ›› 2003, Vol. 46 ›› Issue (4) : 697-708.

中国科学院数学与系统科学研究院期刊网
数学学报 ›› 2003, Vol. 46 ›› Issue (4) : 697-708. DOI: 10.12386/A2003sxxb0093
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大偏差与l~p-值Wiener过程在Hlder范数下的泛函连续模

    危启才
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Large Deviations and Functional Moduli of Continuity for l~p-Valued Wiener Processes in Holder Norm

    Qi Cai WEI
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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.

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.

关键词

泛函连续模 / l~p-值Wiener过程 / 大偏差公式 / Hlder范数

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危启才. 大偏差与l~p-值Wiener过程在Hlder范数下的泛函连续模. 数学学报, 2003, 46(4): 697-708 https://doi.org/10.12386/A2003sxxb0093
Qi Cai WEI. Large Deviations and Functional Moduli of Continuity for l~p-Valued Wiener Processes in Holder Norm. Acta Mathematica Sinica, Chinese Series, 2003, 46(4): 697-708 https://doi.org/10.12386/A2003sxxb0093

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