本文研究了Brown运动在Holder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.
In this paper,the local functional limit theorem for increments of a Brownian motion is derived.With large and small deviations,the local functional convergence rate for increments of Brownian motion in Holder norm with respect to capacity is estimated,and the result in[4]is generalized.