How small are the increments of a Wiener process

@article{Csrgo1978HowSA,
  title={How small are the increments of a Wiener process},
  author={M. Cs{\"o}rgo and P{\'a}l R{\'e}v{\'e}sz},
  journal={Stochastic Processes and their Applications},
  year={1978},
  volume={8},
  pages={119-129}
}
  • M. Csörgo, Pál Révész
  • Published 1978
  • Mathematics
  • Stochastic Processes and their Applications
  • Let , 0 [infinity], under varying conditions on aT and T/aT. The following analogue of Levy's modulus of continuity of a Wiener Process is also given: and this may be viewed as the exact "modulus of non-differentiability" of a Wiener Process. 
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