Uniform in time modulus of continuity of Brownian motion
Probability
2025-07-22 v2
Abstract
Let be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of the exponential moments of the random variable for a suitable function . A stability inequality for diffusion processes is then derived and applied to two simple frameworks.
Keywords
Cite
@article{arxiv.2312.15931,
title = {Uniform in time modulus of continuity of Brownian motion},
author = {Julien Chevallier},
journal= {arXiv preprint arXiv:2312.15931},
year = {2025}
}