Study on A Direct Construction of the Standard Brownian Motion

Lo, Gane Samb and Niang, Aladji Babacar and Sangare, Harouna (2020) Study on A Direct Construction of the Standard Brownian Motion. In: Theory and Practice of Mathematics and Computer Science Vol. 1. B P International, pp. 117-130. ISBN 978-93-90149-22-3

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Abstract

In this note, we combine the two approaches of Billingsley (1998) and Cs˝org˝o and R´ev´esz (1980),
to provide a detailed sequential and descriptive for creating a standard Brownian motion, from
a Brownian motion whose time space is the class of non-negative dyadic numbers following the
interpolation methof of L´evy. By adding the proof of Etemadi’s inequality to text, it becomes
self-readable and serves as an independent source for researchers and professors.

Item Type: Book Section
Subjects: Euro Archives > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 07 Nov 2023 04:01
Last Modified: 07 Nov 2023 04:01
URI: http://publish7promo.com/id/eprint/3764

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