• Title of article

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

  • Author/Authors

    Hu، نويسنده , , Y. and Shi، نويسنده , , Z.، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    13
  • From page
    267
  • To page
    279
  • Abstract
    Khoshnevisan and Lewis (1994a) have recently established Lévyʹs modulus of continuity of iterated Brownian motion. In this note, we obtain the Csِrgő-Révész modulus of non-differentiability.
  • Keywords
    Modulus of non-differentiability , Iterated Brownian motion , 60F15 , 60G17
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1995
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1575740

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1575740