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Hölder Condition


The Hölder condition for a function phi:L->C on an arc L in the complex plane requires that

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

for all t_1,t_2 in L, with fixed positive real numbers A and mu.

In some literature, functions phi satisfying the Hölder condition are said to be mu-Hölder continuous on L. The quantities 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, Ma-Trudinger-Wang Condition

Portions of this entry contributed by Christopher Stover

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References

Mörters, P. and Peres, Y. Brownian Motion. Cambridge, England: Cambridge University Press, 2010. https://doi.org/10.1017/CBO9780511750489.

Referenced on Wolfram|Alpha

Hölder Condition

Cite this as:

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

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