Small ball estimates for Brownian motion and the Brownian sheet (Q685737): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small ball estimates for Brownian motion and the Brownian sheet |
scientific article |
Statements
Small ball estimates for Brownian motion and the Brownian sheet (English)
0 references
3 October 1993
0 references
Introduce the Hölder norm \(\| f\|_ \alpha=\sup(| f(t)- f(s)|/| t-s|^ \alpha)\). The authors study the asymptotic behaviour of \(P[\| W\|_ \alpha\leq\varepsilon]\) as \(\varepsilon\to 0\), where \(W\) is the Brownian motion. The corresponding results for the Brownian sheet are also considered.
0 references
asymptotic behaviour
0 references
Brownian motion
0 references
Brownian sheet
0 references
