Abstract
We show that a Brownian motion random measure with $q$-dimensional parameter domain almost surely nowhere satisfies a Lipschitz condition of order greater than $\frac{1}{2}$.
Citation
Siamak Khalili. "On the Oscillation of the Brownian Motion Random Measure." Ann. Probab. 5 (1) 142 - 144, February, 1977. https://doi.org/10.1214/aop/1176995899
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