A functional modulus of continuity for a
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Bin Chen; MiklΓ³s CsΓΆrgΕ
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Article
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2001
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Elsevier Science
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English
β 96 KB
In this paper, we ΓΏrst 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.