Small ball estimates for Brownian motion and the Brownian sheet
type: Item
instance of: scholarly article
title: Small ball estimates for Brownian motion and the Brownian sheet
zbMATH Open document ID: 0780.60079
DOI: 10.1007/BF01066717
author: Jim Kuelbs
author: Wenbo V. Li
published in: Journal of Theoretical Probability
publication date: 1993-10-03T00:00:00Z
review text: Introduce the Hölder norm \(\| f\|_ \alpha=\sup(| f(t)- f(s)|/| t-s|^ \alpha)\). The authors study the asymptotic behaviour of \(P[\| W\|_ \alpha\leq\varepsilon]\) as \(\varepsilon\to 0\), where \(W\) is the Brownian motion. The corresponding results for the Brownian sheet are also considered.
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60F15
zbMATH DE Number: 423615
zbMATH Keywords: asymptotic behaviour
zbMATH Keywords: Brownian motion
zbMATH Keywords: Brownian sheet
reviewed by: Murali Rao
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01066717
OpenAlex ID: W2014799109
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description: scientific article; zbMATH DE number 423615