Brownian paths are not uniformly continuous on the half-line

ID: brownian-paths-are-not-uniformly-continuous-on-the-half-line

For every fixed mesh , independent increments with the normal distribution imply increments of absolute value greater than one occur infinitely often almost surely, by the second Borel-Cantelli lemma. A countable intersection over contradicts uniform continuity on .

New to topics? Read the docs here!