International Journal of Mathematics and Mathematical Sciences
Volume 5 (1982), Issue 3, Pages 605-607
doi:10.1155/S016117128200057X
Square variation of Brownian paths in Banach spaces
Mou-Hsiung Chang
Department of Mathematics, University of Alabama in Huntsville, Huntsville 35899, Alabama, USA
Abstract
It is known that if {W(t), 0≤t≤1} is a standard Brownian motion in ℝ then limn→∞∑i=12n|W(i/2n)−W((i−1)/2n)|2=1 almost surely. We generalize this celebrated theorem of Levy to Brownian motion in real separable Banach spaces.