On the Lipschitz's condition for Brownian motion

Kal Lal Chung, P. Erdős, T. Sirao

Research output: Chapter in Book/Report/Conference proceedingChapter

Abstract

Let X(t) (0≤t<∞) be the Brownian motion process. Concerning the uniform continuity of X(t), there exists P. Levy's result. Before stating his result, let us define the concept of upper class and lewer class with regard to the uniform continuity of X(t) (0≤t≤1).

Original languageEnglish
Title of host publicationSelected Works of Kai Lai Chung
PublisherWorld Scientific Publishing Co.
Pages275-286
Number of pages12
ISBN (Electronic)9789812833860
ISBN (Print)9789812833853
DOIs
Publication statusPublished - Jan 1 2008

Fingerprint

Uniform Continuity
Lipschitz condition
Brownian motion
Class
Concepts

ASJC Scopus subject areas

  • Mathematics(all)

Cite this

Chung, K. L., Erdős, P., & Sirao, T. (2008). On the Lipschitz's condition for Brownian motion. In Selected Works of Kai Lai Chung (pp. 275-286). World Scientific Publishing Co.. https://doi.org/10.1142/9789812833860_0020

On the Lipschitz's condition for Brownian motion. / Chung, Kal Lal; Erdős, P.; Sirao, T.

Selected Works of Kai Lai Chung. World Scientific Publishing Co., 2008. p. 275-286.

Research output: Chapter in Book/Report/Conference proceedingChapter

Chung, KL, Erdős, P & Sirao, T 2008, On the Lipschitz's condition for Brownian motion. in Selected Works of Kai Lai Chung. World Scientific Publishing Co., pp. 275-286. https://doi.org/10.1142/9789812833860_0020
Chung KL, Erdős P, Sirao T. On the Lipschitz's condition for Brownian motion. In Selected Works of Kai Lai Chung. World Scientific Publishing Co. 2008. p. 275-286 https://doi.org/10.1142/9789812833860_0020
Chung, Kal Lal ; Erdős, P. ; Sirao, T. / On the Lipschitz's condition for Brownian motion. Selected Works of Kai Lai Chung. World Scientific Publishing Co., 2008. pp. 275-286
@inbook{56d8a20028f64b1c97ac31e6c5b1532c,
title = "On the Lipschitz's condition for Brownian motion",
abstract = "Let X(t) (0≤t<∞) be the Brownian motion process. Concerning the uniform continuity of X(t), there exists P. Levy's result. Before stating his result, let us define the concept of upper class and lewer class with regard to the uniform continuity of X(t) (0≤t≤1).",
author = "Chung, {Kal Lal} and P. Erdős and T. Sirao",
year = "2008",
month = "1",
day = "1",
doi = "10.1142/9789812833860_0020",
language = "English",
isbn = "9789812833853",
pages = "275--286",
booktitle = "Selected Works of Kai Lai Chung",
publisher = "World Scientific Publishing Co.",

}

TY - CHAP

T1 - On the Lipschitz's condition for Brownian motion

AU - Chung, Kal Lal

AU - Erdős, P.

AU - Sirao, T.

PY - 2008/1/1

Y1 - 2008/1/1

N2 - Let X(t) (0≤t<∞) be the Brownian motion process. Concerning the uniform continuity of X(t), there exists P. Levy's result. Before stating his result, let us define the concept of upper class and lewer class with regard to the uniform continuity of X(t) (0≤t≤1).

AB - Let X(t) (0≤t<∞) be the Brownian motion process. Concerning the uniform continuity of X(t), there exists P. Levy's result. Before stating his result, let us define the concept of upper class and lewer class with regard to the uniform continuity of X(t) (0≤t≤1).

UR - http://www.scopus.com/inward/record.url?scp=84973468844&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84973468844&partnerID=8YFLogxK

U2 - 10.1142/9789812833860_0020

DO - 10.1142/9789812833860_0020

M3 - Chapter

SN - 9789812833853

SP - 275

EP - 286

BT - Selected Works of Kai Lai Chung

PB - World Scientific Publishing Co.

ER -