Brownian Continuity Modulus Via Series Expansions

Journal of Theoretical Probability

Volumn 14, Issue 1, 2001, Pages 261-266

  Pinsky, Mark A ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Brownian motion; Haar series representation; L vy modulus of continuity

Indexed keywords

EID: 0035611970     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007837502471     Document Type: Article

References (7)

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3. Haar, A. (1910-1911). Zur Theorie der orthogonalen Funktionalsysteme I, II, Math. Annalen 69, 331-371 and 71, 38-53.
4. Itô, K., and McKean, H. P. (1995). Diffusion Processes and Their Sample Paths, Springer Verlag, reprinted.
5. Karatzas, I., and Shreve, S. (1988). Brownian Motion and Stochastic Calculus, Springer Verlag.
6. Lévy, P. (1948). Processus Stochastiques et Mouvement Brownien, Gauthiers-Villars.
7. Paley, R., and Wiener, N. (1923). Fourier Transforms in the Complex Domain, Amer. Math. Soc.