The modulus of continuity theorem for G-Brownian motion

Feng Hu

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 7, 3586-3598

Abstract: In this paper, our aim is to obtain the modulus of continuity theorem for G-Brownian motion. It turns out that our theorem is a natural extension of the classical result obtained by Lévy (1937).

Date: 2017
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DOI: 10.1080/03610926.2015.1066816

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