Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm

Authors
Xu, Jie Zhu, Yun Min Liu, Ji Cheng
Citation
Xu, Jie et al., Quasi sure large deviation for increments of fractional Brownian motion in Hölder norm, Acta mathematica Sinica. English series (Print) , 31(6), 2015, pp. 913-920
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
31
Issue
6
Year of publication
2015
Pages
913 - 920
Database
ACNP
SICI code
Abstract
In this paper, we first prove Schilder.s theorem in Hölder norm (0 . . < 1) with respect to C r,p -capacity. Then, based on this result, we further prove a sharpening of large deviation principle for increments of fractional Brownian motion for C r,p -capacity in the stronger topology.