Square variation of Brownian paths in Banach spaces
It is known that if {W(t), 0≤t≤1} is a standard Brownian motion in ℝ then limn→∞∑i=12n|W(i/2n)−W((i−1)/2n)|2=1 almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.
Saved in:
Main Author: | Mou-Hsiung Chang |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
1982-01-01
|
Series: | International Journal of Mathematics and Mathematical Sciences |
Subjects: | |
Online Access: | http://dx.doi.org/10.1155/S016117128200057X |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
A note on local asymptotic behaviour for Brownian motion in Banach spaces
by: Mou-Hsiung Chang
Published: (1979-01-01) -
On approximation of stochastic integrals with respect to a fractional Brownian motion
by: Kęstutis Kubilius
Published: (2005-12-01) -
About brownian movement in liquids
by: E. I. Marukovich, et al.
Published: (2020-12-01) -
A change of scale formula for Wiener integrals on abstract Wiener spaces
by: Il Yoo, et al.
Published: (1994-01-01) -
Spectral Representation and Simulation of Fractional Brownian Motion
by: Konstantin Rybakov
Published: (2025-01-01)