Brown运动的拟必然极性函数

Brown运动的拟必然极性函数 QUASI SURE POLAR FUNCTIONS FOR BROWNIAN MOTION 骆顺龙 Luo Shunlong 1 2 first-author 武汉大学数学系,武汉 武汉大学数学系,武汉 Department of Mathematics, Wuhan University Department of Mathematics, Wuhan University ,430072 ,430072 本文利用Malliavin分析,刻划了d维Brown运动ω（t）的一类拟必然极性函数,即设f（·）:R + →R d ,则在一定条件下,C { t > 0使ω（t）=f（t）}=0,同时还给出了容度大偏差lim 1/x 2 logC { ‖ω‖ T > x}=-1/2T的二一简单证明。 In terms of Malliavin calculus, We characterize some kind of quasi sure polar functions for d dimensional Brownian motion ω（t）, that is, under certain condition for f（·）: R + →R d , d > 2+тр implies C т,р { t > 0 s.t. ω（t）=f（t）}=0. We also give a simple proof of the large deviation principle lim（x→0） 1/x 2 logC т,р {‖ω‖ т > x}=—1/2T. Brown运动 容度 拟必然性 极性函数 大偏差 Brownian motion capacity quasi sure polar function large deviation O211.61 1993-03-01 2021-04-01 3