The modulus of non-differentiability of a Brownian motion in l p |
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| Authors: | Zhengyan Lin Wensheng Wang |
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| Affiliation: | (1) Department of Mathematics, Zhejiang University Hangzhou, 310028, P. R. China E-mail |
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| Abstract: | Small ball probability is estimated for a Brownian motion in l p. As an application we establish the modulus of non-differentiability of a Brownian motion in l p. This revised version was published online in June 2006 with corrections to the Cover Date. |
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| Keywords: | small ball probability Brownian motion in lp modulus of non-differentiability |
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