Brownian Continuity Modulus Via Series Expansions

Mark A. Pinsky

doi:10.1023/A:1007837502471

Brownian Continuity Modulus Via Series Expansions

Mark A. Pinsky^*

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Beginning with the series representation in terms of Haar functions, we give a simplified proof of the Lévy modulus of continuity for standard Brownian motion.

Original language	English (US)
Pages (from-to)	261-266
Number of pages	6
Journal	Journal of Theoretical Probability
Volume	14
Issue number	1
DOIs	https://doi.org/10.1023/A:1007837502471
State	Published - 2001

Keywords

Brownian motion
Haar series representation
Lévy modulus of continuity

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty
General Mathematics

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10.1023/A:1007837502471

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abstract = "Beginning with the series representation in terms of Haar functions, we give a simplified proof of the L{\'e}vy modulus of continuity for standard Brownian motion.",

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Brownian Continuity Modulus Via Series Expansions

Abstract

Keywords

ASJC Scopus subject areas

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