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d维分数Brown运动在Hlder范数下的泛函连续模
  • ISSN号：1000-8314
  • 期刊名称：《数学年刊：A辑》
  • 时间：0
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]浙江大学数学系,杭州310027, [2]Research Institute of Natural Science, Geongsang National University, Jinju 660-701, Korea.
  • 相关基金：国家自然科学基金（No.10571159）,教育部博士点专项基金（No.20060335032）和the Korea Research Fbundation Grant Funded by Korea Government（MoEHRD Basic Research Fund）（No.Mol-2003-000-10302-0）资助的项目.
作者： 林正炎[1], HWANG Kyo-shin[2], 庞天晓[1]
关键词： 大偏差概率, Hoelder模, 泛函连续模, d维分数Brown运动, 高斯随机向量, Large deviation probability, Hoelder norm, Functional modulus ofcontinuity, d-dimensional fractional Brownian motion, Gaussianrandom vectors
中文摘要：

通过估计d维分数Brown运动在Hoelder范数下的大偏差概率，得到了分数Brown运动的连续模性质．

英文摘要：

This paper obtains functional modulus of continuity for d-dimensional fractional Brownian motion in HSlder norm via estimating large deviation probabilities for d-dimensional fractional Brownian motion in Hoeder norm.

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期刊信息
  • 《数学年刊：A辑》
  • 中国科技核心期刊
  • 主管单位:国家教育部
  • 主办单位:复旦大学
  • 主编：李大潜
  • 地址：上海市长乐路746号
  • 邮编：200040
  • 邮箱：edcam@fudan.edu.cn
  • 电话：021-65642338
  • 国际标准刊号：ISSN：1000-8314
  • 国内统一刊号：ISSN：31-1328/O1
  • 邮发代号:4-298
  • 获奖情况:
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4264