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Results tagged with stochastic-calculus
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user 126255
Stochastic calculus provides a consistent theory of integration for stochastic processes and is used to model random systems. Its applications range from statistical physics to quantitative finance.
5
votes
3
answers
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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 …
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