In this paper we shall show that every linear regular diffusion is a pathwise limit of processes which are rather simple in nature. These simple processes, which may be considered to be the basic building blocks of a general diffusion, are called stretched Brownian motions. They behave like Brownian
β¦ LIBER β¦
Brownian motion as a problem of eliminating fast variables
β Scribed by N.G. Van Kampen; I. Oppenheim
- Publisher
- Elsevier Science
- Year
- 1986
- Tongue
- English
- Weight
- 795 KB
- Volume
- 138
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.
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