The rate of convergence in the functional limit theorem for increments of a Brownian motion (Q2483884)
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scientific article; zbMATH DE number 2190391
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| English | The rate of convergence in the functional limit theorem for increments of a Brownian motion |
scientific article; zbMATH DE number 2190391 |
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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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0.9079188108444214
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0.8930519819259644
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0.8757697939872742
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0.8707551956176758
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