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.
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*This work is supported by NSFC(10571159), SRFDP(2002335090) and KRF(D00008)
**This work is supported by NSFC(10401037) and China Postdoctoral Science Foundation
***This work is supported by the Brain Korea 21 Project in 2005
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Lin*, Z.Y., Wang**, W.S. & Hwang***, K.S. Functional Limit Theorems for d–dimensional FBM in Hölder Norm. Acta Math Sinica 22, 1767–1780 (2006). https://doi.org/10.1007/s10114-005-0744-9
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DOI: https://doi.org/10.1007/s10114-005-0744-9
Keywords
- large deviation probability
- Hölder norm, functional limit theorem
- d–dimensional fractional Brownian motion
- Gaussian random vector