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The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion - MaRDI portal

The Csörgö-Révész modulus of non-differentiability of iterated Brownian motion

From MaRDI portal
Publication:1899269

DOI10.1016/0304-4149(95)00018-3zbMath0833.60033OpenAlexW1963580800MaRDI QIDQ1899269

Zhan Shi, Yue Yun Hu

Publication date: 14 November 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00018-3




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