A functional modulus of continuity for a Wiener process
In 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.
Year of publication: |
2001
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Authors: | Chen, Bin ; Csörgo, Miklós |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 51.2001, 3, p. 215-223
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Publisher: |
Elsevier |
Keywords: | Wiener process-Brownian motion Large deviations Strassen's law Modulus of continuity Functional modulus of continuity |
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