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On Functions which are Continuous Along Trajectories of a Wiener Process

✍ Scribed by Venttsel’, A. D.


Book ID
118222244
Publisher
Society for Industrial and Applied Mathematics
Year
1965
Tongue
English
Weight
298 KB
Volume
10
Category
Article
ISSN
0040-585X

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📜 SIMILAR VOLUMES


A functional modulus of continuity for a
✍ Bin Chen; Miklós Csörgő 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 96 KB

In this paper, we ÿrst 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.