Loi de type Chung en norme de Hölder pour les accroissements locaux du mouvement brownien. (Chung type law for increments of Brownian motion in Hölder norm)

DOI10.1016/S1631-073X(03)00237-1zbMath1025.60015OpenAlexW2014205598MaRDI QIDQ1408147

Emmanuel Thilly, Alain Lucas

Publication date: 15 September 2003

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s1631-073x(03)00237-1

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Functional limit theorems; invariance principles (60F17)

Related Items (1)

The rate of convergence for increments of a Brownian motion in Hölder norm

Cites Work

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• Small ball estimates for Brownian motion and the Brownian sheet
• Large deviations and the Strassen theorem in Hölder norm
• Some exact equivalents for Brownian motion in Hölder norm
• How small are the increments of a Wiener process?
• Chung's law and the Csáki function
• [https://portal.mardi4nfdi.de/wiki/Publication:3339856 On the functional form of L�vy's modulus of continuity for Brownian motion]
• Fractales aléatoires de type Chung pour les accroissements du processus de Wiener
• An invariance principle for the law of the iterated logarithm
• Functional modulus of continuity for Brownian motion in Hölder norm

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