A SCHILDER THEOREM FOR NONREGULAR BROWNIA N FUNCTIONALS

Citation
G. Lorang et B. Roynette, A SCHILDER THEOREM FOR NONREGULAR BROWNIA N FUNCTIONALS, Annales de l'I.H.P. Probabilites et statistiques, 29(4), 1993, pp. 513-530
Citations number
5
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
29
Issue
4
Year of publication
1993
Pages
513 - 530
Database
ISI
SICI code
0246-0203(1993)29:4<513:ASTFNB>2.0.ZU;2-S
Abstract
Let f: [0, 1] --> R be a alpha-holderian function (with f(0) = 0 and 0 < alpha < 1/2) and psi(f) = \\g-f\\alpha, where \\ \\alpha is a norm equivalent to the usual holderian norm. We prove a Schilder theorem fo r psi(f), i. e. we find an equivalent, as epsilon --> 0, of E (exp - 1 /2epsilon psi(f) (square-root epsilonB) where B is a linear brownian m otion. This equivalent depends, in a qualitative manner, on the ''dist ance'' between f and the origin.