A function f is Holder continuous of order ¨ α at a point t if there exists c such that      Suppose α > 1/2 and W t is a Brownian motion. Show that the event   is Holder continuous of order ¨ α at t)...


A function f is Holder continuous of order ¨ α at a point t if there exists c such that
  Suppose α > 1/2 and Wt
is a Brownian motion. Show that the event



  is Holder continuous of order ¨ α at t) has probability 0.




May 22, 2022
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