Mathematical Brownian Motion

Zeev Schuss

doi:10.1007/978-1-4614-7687-0_1

Mathematical Brownian Motion

Zeev Schuss^*

^*Corresponding author for this work

School of Mathematical Sciences

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

The basic concepts in the axiomatic definition of the one-dimensional Brownian motion as a mathematical object are a space of events Ω, whose elementary events are real-valued continuous functions ω = ω(⋅) on the positive axis.

Original language	English
Title of host publication	Applied Mathematical Sciences (Switzerland)
Publisher	Springer
Pages	1-34
Number of pages	34
DOIs	https://doi.org/10.1007/978-1-4614-7687-0_1
State	Published - 2013

Publication series

Name	Applied Mathematical Sciences (Switzerland)
Volume	186
ISSN (Print)	0066-5452
ISSN (Electronic)	2196-968X

Keywords

Brownian Motion
Diffusion Matrix
Planck Equation
Stochastic Differential Equation
Stochastic Dynamic

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10.1007/978-1-4614-7687-0_1

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Mathematical Brownian Motion

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