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.
β¦ LIBER β¦
Modulus of continuity for continuous additive functional
β Scribed by P. W. Millar
- Publisher
- Springer
- Year
- 1972
- Tongue
- English
- Weight
- 356 KB
- Volume
- 24
- Category
- Article
- ISSN
- 1432-2064
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