I am reading the book "Brownian Motion" by Peter Morters and Yuval Peres. There I came across the notion of modulus of continuity of Brownian motion, defined as a random function $\phi: [0,1] \to \mathbb{R}$ such that $\lim_{h\downarrow 0} \phi(h) =0$, $$\limsup_{h \downarrow 0}\ \sup_{0\leqslant t\leqslant1-h} \frac{|B(t+h)-B(t)|}{\phi(h)}\leqslant 1$$I can understand what that technically means, we look at the term $\sup_{0\leqslant t\leqslant1-h} \frac{|B(t+h)-B(t)|}{\phi(h)}$ as a function of $h$ and take the limit superior as $h\to 0$. But I am unable to get any intuition for that, any help is appreciated. Thanks.
2026-05-05 04:45:10.1777956310
Interpretation of modulus of continuity of Brownian motion
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