We show that a Brownian motion random measure with $q$-dimensional parameter domain almost surely nowhere satisfies a Lipschitz condition of order greater than $\frac{1}{2}$.
Publié le : 1977-02-14
Classification:
Brownian motion,
random measures,
Lipschitz condition,
60J65,
28A45
@article{1176995899,
author = {Khalili, Siamak},
title = {On the Oscillation of the Brownian Motion Random Measure},
journal = {Ann. Probab.},
volume = {5},
number = {6},
year = {1977},
pages = { 142-144},
language = {en},
url = {http://dml.mathdoc.fr/item/1176995899}
}
Khalili, Siamak. On the Oscillation of the Brownian Motion Random Measure. Ann. Probab., Tome 5 (1977) no. 6, pp. 142-144. http://gdmltest.u-ga.fr/item/1176995899/