A functional modulus of continuity for a Wiener process

Bin Chen and Miklós Csörgo

Statistics & Probability Letters, 2001, vol. 51, issue 3, 215-223

Abstract: In this paper, we first establish a large deviation for increments of a Wiener process. A functional modulus of continuity for a Wiener process is presented and proved using this large deviation.

Keywords: Wiener; process-Brownian; motion; Large; deviations; Strassen's; law; Modulus; of; continuity; Functional; modulus; of; continuity (search for similar items in EconPapers)
Date: 2001
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