A generalization of functional law of the iterated logarithm for (r,p)-capacities on the Wiener space

In this paper, we obtain a sharpening of the functional modulus of continuity and large increments in terms of (r,p)-capacities on the Wiener space.

Year of publication:	2001
Authors:	Wang, Wensheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 96.2001, 1, p. 1-16
Publisher:	Elsevier
Subject:	Wiener space (r \| p)-capacity Law of the iterated logarithm Increments

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874899