The modulus of non-differentiability of a Brownian motion in \(l_p\)

DOI10.1023/B:AMHU.0000049285.41031.1dzbMath1067.60080OpenAlexW2019430243MaRDI QIDQ558328

Wen Sheng Wang, Zheng Yan Lin

Publication date: 5 July 2005

Published in: Acta Mathematica Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:amhu.0000049285.41031.1d

zbMATH Keywords

small ball probability

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65)

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