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Proceedings of the American Mathematical Society

Published by the American Mathematical Society since 1950, Proceedings of the American Mathematical Society is devoted to shorter research articles in all areas of pure and applied mathematics.

ISSN 1088-6826 (online) ISSN 0002-9939 (print)

The 2020 MCQ for Proceedings of the American Mathematical Society is 0.85.

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Minimal coefficients in Hölder conditions in the Wiener space


Author: J. Yeh
Journal: Proc. Amer. Math. Soc. 25 (1970), 385-390
MSC: Primary 28.46
DOI: https://doi.org/10.1090/S0002-9939-1970-0255762-4
MathSciNet review: 0255762
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Abstract: For almost every $x$ in the Wiener space ${C_w}$, the Hölder condition $|x(t’) - x(t'')| \leqq h|t’ - t''{|^\alpha }$ holds for some $h > 0$ when $\alpha \in (0,\tfrac {1} {2})$. Let ${\phi _\alpha }[x]$ be the infimum of all $h > 0$ for fixed $x$ and $\alpha$. In the present paper we prove that every positive power of ${\phi _\alpha }[x]$ is Wiener integrable over ${C_w}$ and give an estimate for the Wiener integral.


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Keywords: Wiener measure, Brownian motion, continuity of sample paths, Hölder condition, essential boundedness
Article copyright: © Copyright 1970 American Mathematical Society