A functional modulus of continuity for a Wiener process

DOI10.1016/S0167-7152(00)00120-6zbMath0977.60033WikidataQ127719790 ScholiaQ127719790MaRDI QIDQ5934103

Bin Chen, Miklós Csörgő

Publication date: 4 January 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Brownian motionmodulus of continuitylarge deviationsfunctional modulus of continuityStrassen's law

Mathematics Subject Classification ID

Strong limit theorems (60F15) Large deviations (60F10) Sample path properties (60G17)

Related Items (6)

A functional modulus of continuity for Brownian motion ⋮ Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion - Approximation, quadratic variation, and Itô formula ⋮ On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs ⋮ Generalized covariation for Banach space valued processes, Itō formula and applications ⋮ Functional limit theorems for the increments of Gaussian samples ⋮ Functional limit theorems for the increments of \(d\)-dimensional Gaussian processes in a Hölder type norm

Cites Work

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• An inversion of Strassen's law of the iterated logarithm for small time
• An invariance principle for the law of the iterated logarithm
• Some Asymptotic Formulas for Wiener Integrals

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