Lévy's modulus of continuity
GPTKB entity
Statements (12)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
Brownian motion
|
| gptkbp:describes |
almost sure continuity properties of Brownian paths
|
| gptkbp:field |
gptkb:probability_theory
|
| https://www.w3.org/2000/01/rdf-schema#label |
Lévy's modulus of continuity
|
| gptkbp:namedAfter |
gptkb:Paul_Lévy
|
| gptkbp:publishedIn |
gptkb:Comptes_Rendus_de_l'Académie_des_Sciences
|
| gptkbp:state |
for Brownian motion B(t), almost surely, limsup as h→0 of sup_{0≤s<t≤1, t−s≤h} |B(t)−B(s)| / sqrt{2h log(1/h)} = 1
|
| gptkbp:year |
1940s
|
| gptkbp:bfsParent |
gptkb:Paul_Pierre_Lévy
gptkb:Paul_Levy |
| gptkbp:bfsLayer |
7
|