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 04, 2022
SOLUTION.PDF

Get Answer To This Question

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here