Timeline for Local time of Brownian motion + Lipschitz continuous function
Current License: CC BY-SA 3.0
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| Nov 4, 2015 at 14:38 | comment | added | Nina Holden | Thanks very much for the reply. It turned out the result of Bass and Burdzy was sufficient. We first prove continuity of $f\mapsto \int_0^T 1_{B_t\geq f(t)}dt$, where $f\in Lip(M)$ and we use the supremum norm on $Lip(M)$. Then we prove Lipschitz continuity of this map on a dense countable set of $Lip(M)$ by using the result of Bass and Burdzy. | |
| Nov 3, 2015 at 22:37 | review | Late answers | |||
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| Nov 3, 2015 at 22:20 | review | First posts | |||
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| Nov 3, 2015 at 22:19 | history | answered | user253775 | CC BY-SA 3.0 |