The rate of convergence in the functional limit theorem for increments of a Brownian motion (Q2483884): Difference between revisions
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| Property / author: Fu Qing Gao / rank | |||
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Revision as of 03:45, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The rate of convergence in the functional limit theorem for increments of a Brownian motion |
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The rate of convergence in the functional limit theorem for increments of a Brownian motion (English)
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1 August 2005
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The paper gives the rate of convergence in the functional limit law for increments of \(d\)-dimension\-al Brownian motions, and in particular the size of small increments of such a Brownian motion is deduced.
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