Lisa Marano
West Chester University of Pennsylvania
Title: An insightful proof of Levy's modulus of continuity and the law of iterated logarithm

We provide an constructive proof of Levy's modulus of continuity and the law of iterated logarithm for Brownian motion using similar methods. The proof relies on a wavelet-like representation of Brownian motion due to Levy and Ciesielski. In addition, these results allow us to determine the rates of convergence in each case.
©2009, Department of Mathematical Sciences
Last Modified: Oct 25, 2009