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

DOI10.1023/B:AMHU.0000049285.41031.1DMaRDI QIDQ558328zbMATHOpenAlexFDO

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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