Brownian Continuity Modulus Via Series Expansions

Mark A. Pinsky
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Mark A. Pinsky: Northwestern University

Journal of Theoretical Probability, 2001, vol. 14, issue 1, 261-266

Abstract: 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.

Keywords: Brownian motion; Lévy modulus of continuity; Haar series representation (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1007837502471

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