Brownian Motion (An Introduction to Stoc
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Schilling, RenΓ© L.; Partzsch, Lothar
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Article
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2012
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DE GRUYTER
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German
β 567 KB
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has infl