数学杂志2019,Vol.39Issue(2):171-178,8.
分数Brown运动Lévy连续模的一个Liminf结果
A LIMINF RESULT FOR L(E)VY'S MODULUS OF CONTINUITY OF A FRACTIONAL BROWNIAN MOTION
摘要
Abstract
In this paper,we investigate functional limit for Lévy's modulus of continuity of a fractional Brownian motion.By using large deviation and small deviation for Brownian motion,a liminf for Lévy's modulus of continuity of a fractional Brownian motion is obtained,which extends the corresponding result of Brownian motion.关键词
分数Brown运动/Lévy连续模/liminf结果Key words
fractional Brownian motion/Lévy's modulus of continuity/liminf result分类
数理科学引用本文复制引用
刘永宏,王为娜..分数Brown运动Lévy连续模的一个Liminf结果[J].数学杂志,2019,39(2):171-178,8.基金项目
Supported by National Natural Science Foundation of China (11661025) (11661025)
Science Research Foundation of Guangxi Education department (YB2014117) (YB2014117)
Guangxi Programme for Promoting Young Teachers's Ability (2017KY0191). (2017KY0191)