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Some exact equivalents for the Brownian motion in Hölder norm (1992)

Baldi, P. ; Roynette, B.

Springer

Probability theory and related fields 93 (1992), S. 457-484

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ISSN: 1432-2064

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Summary Some exact equivalents of small probabilities are given for the Wiener measure on spaces of Hölder paths. It turns out that most of them are easier to derive than their counterparts in the uniform norm because of a classical result of Z. Ciesielski which makes the Brownian motion on these spaces easy to handle. In particular we study the equivalents of the probability of εB in a fixed ball, ofB in a small ball and we give applications to the speed of clustering in Strassen law.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF01192717

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