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Brownian Hölder regularity

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Stochastic process Brownian motion
2026-09-24  0 By others on same topic  0 Discussions Create my own version
On every compact time interval, a Brownian path is almost surely a Hölder continuous function of every exponent α<1/2, and of no exponent α≥1/2. In particular, Bt​=o(tγ) as t↓0 for every γ<1/2 after choosing a Hölder exponent strictly between γ and 1/2.

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  • Past exam of the mathematics course of the University of Cambridge / 2024 / iii / Paper 202 / 5 / c / iii / Solution

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