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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

5 votes
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567 views

Moments of the Hölder norm of Brownian process

It is well known that for a brownian process $B(t),t\geq 0$, it holds $$ \sup_{0\leq s<t\leq T}\frac{|B(t)-B(s)|}{|t-s|^\alpha}<\infty $$ almost surely, for any $T>0$ and $\alpha<1/2$. My questio …
LUIGI M's user avatar
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