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

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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