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
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
Journal title :
Stochastic Processes and their Applications
