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Hölder Condition


A function phi(t) satisfies the Hölder condition on two points t_1 and t_2 on an arc L when

 |phi(t_2)-phi(t_1)|<=A|t_2-t_1|^mu,

with A and mu positive real constants.

In some literature, functions phi satisfying the Hölder condition are sometimes said to be (locally) mu-Hölder continuous; moreover, mu and A are sometimes called the Hölder exponent and Hölder constant of phi, respectively.

The Hölder condition comes up frequently in several branches of mathematics, notable among which is the study of Brownian motion in probability.


See also

Brownian Motion, Continuous Function, Lipschitz Condition

Portions of this entry contributed by Christopher Stover

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References

Mörters, P. and Peres, Y. "Brownian Motion." 2008. http://www.stat.berkeley.edu/~peres/bmbook.pdf.

Referenced on Wolfram|Alpha

Hölder Condition

Cite this as:

Stover, Christopher and Weisstein, Eric W. "Hölder Condition." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/HoelderCondition.html

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