Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Hölder Norm

Authors
Wei, Qicai
Citation
Wei, Qicai, Functional Limit Theorems for C-R Increments of k-Dimensional Brownian Motion in Hölder Norm, Acta mathematica Sinica. English series (Print) , 16(4), 2000, pp. 637-654
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
16
Issue
4
Year of publication
2000
Pages
637 - 654
Database
ACNP
SICI code
Abstract
In this paper, based on large deviation formulas established in stronger topology generated by Hölder norm, we obtained the functional limit theorems for C-R increments of k-dimensional Brownian motion in Hölder norm