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Brownian Continuity Modulus Via Series Expansions |
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| Authors: | Mark A. Pinsky |
| Affiliation: | (1) Department of Mathematics, Northwestern University, Evanston, Illinois, 60208-2730 |
| Abstract: | Beginning with the series representation in terms of Haar functions, we give a simplified proof of the Lévy modulus of continuity for standard Brownian motion. |
| Keywords: | Brownian motion Lé vy modulus of continuity Haar series representation |
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