The Uniform Modulus of Continuity Of Iterated Brownian Motion
نویسندگان
چکیده
Let X be a Brownian motion defined on the line (with X(0)=0) and let Y be an independent Brownian motion defined on the nonnegative real numbers. For all t ≥ 0, we define the iterated Brownian motion (IBM), Z, by setting Z t ∆ = X(Y t). In this paper we determine the exact uniform modulus of continuity of the process Z.
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