k-维Brown运动的泛函重对数定律(英文) 被引量：2

FUNCTIONAL LAWS OF ITERATED LOGARITHM FOR k-DIMENSIONAL BROWNIAN MOTION

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摘要本文研究了k-维Brown运动的泛函样本轨道性质.利用了一致范数在高维连续函数空间生成的拓扑下建立大偏差公式的方法,获得了k-维Brown运动的泛函重对数定律. In this paper, we study the functional sample path properties for h-dimensional Brownian motion, and by the method of establishing large deviation formulas in topology of highdimensional functions＇s space generated by uniform norm, obtain the functional laws of iterated logarithm for κ-dimensional Brownian motion.

作者危启才

机构地区华中科技大学数学系

出处《数学杂志》 CSCD 北大核心 2007年第4期405-410,共6页 Journal of Mathematics

基金 Supported by the NNS of China(70301003)

关键词 κ-维Brown运动泛函重对数定律一致范数 κ-dimensional Brownian motion functional laws of iterated logarithm uniform norm.

分类号 O211.6 [理学—概率论与数理统计]

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参考文献4

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