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The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
The Contraction Method on C([0,1]) and Donsker's ... - Eurandom
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It holds<br />
Decompositi<strong>on</strong> of Brownian Moti<strong>on</strong><br />
(Bt) t<br />
d<br />
=<br />
<br />
Bt + B ′ <br />
t √<br />
2 t<br />
for two independent st<strong>and</strong>ard Brownian Moti<strong>on</strong>s B, B ′ .<br />
Henning Sulzbach J. W. Goethe-Universität Frankfurt a. M. <str<strong>on</strong>g>The</str<strong>on</strong>g> <str<strong>on</strong>g>C<strong>on</strong>tracti<strong>on</strong></str<strong>on</strong>g> <str<strong>on</strong>g>Method</str<strong>on</strong>g> <strong>on</strong> C([0, 1]) <strong>and</strong> D<strong>on</strong>sker’s <str<strong>on</strong>g>The</str<strong>on</strong>g>orem<br />
(2)
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