The modulus of non-differentiability of a Brownian motion in l_p

DOI10.1023/B:AMHU.0000049285.41031.1DzbMATH Open1067.60080OpenAlexW2019430243MaRDI QIDQ558328FDOQ558328

Authors: Zhengyan Lin, Wensheng Wang 

Publication date: 5 July 2005

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:amhu.0000049285.41031.1d

zbMATH Keywords

small ball probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Continuous-time Markov processes on general state spaces (60J25)

Cited In (1)

• The modulus of continuity theorem for G-Brownian motion

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