Functional Limit Theorems for d.dimensional FBM in Hölder Norm

Authors
Lin, Zheng Yan Wang, Wen Sheng Hwang, Kyo Shin
Citation
Lin, Zheng Yan et al., Functional Limit Theorems for d.dimensional FBM in Hölder Norm, Acta mathematica Sinica. English series (Print) , 22(6), 2006, pp. 1767-1780
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
22
Issue
6
Year of publication
2006
Pages
1767 - 1780
Database
ACNP
SICI code
Abstract
In this paper, we obtain functional limit theorems for d.dimensional FBM in Hölder norm via estimating large deviation probabilities for d.dimensional FBM in Hölder norm