Functional Modulus of Continuity for Brownian Motion in Holder Norm
Citation:
WEI Qicai.Functional Modulus of Continuity for Brownian Motion in Holder Norm[J].Chinese Annals of Mathematics B,2001,22(2):223~232
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Authors:
WEI Qicai;
Abstract:
The author establishes a large deviation for k-dimensional Brownian motion B in stronger topology, by which the functional modulus of continuity for B in Holder norm can be obtained.