A functional modulus of continuity for a Wiener process
AbstractIn this paper, we first 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 51 (2001)
Issue (Month): 3 (February)
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