How small are the increments of a Wiener process?

M. Csörgo and P. Révész

Stochastic Processes and their Applications, 1978, vol. 8, issue 2, 119-129

Abstract: Let , 0 [infinity], under varying conditions on aT and T/aT. The following analogue of Lévy's modulus of continuity of a Wiener Process is also given: and this may be viewed as the exact "modulus of non-differentiability" of a Wiener Process.

Date: 1978
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