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A functional CLT for theL2modulus of continuity of local time

✍ Scribed by Jay Rosen


Publisher
Springer Netherlands
Year
2010
Tongue
English
Weight
211 KB
Volume
61
Category
Article
ISSN
0031-5303

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A functional modulus of continuity for a
✍ Bin Chen; MiklΓ³s CsΓΆrgΕ‘ πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 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.