Mathematical Brownian Motion

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-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 languageEnglish
Title of host publicationApplied Mathematical Sciences (Switzerland)
PublisherSpringer
Pages1-34
Number of pages34
DOIs
StatePublished - 2013

Publication series

NameApplied Mathematical Sciences (Switzerland)
Volume186
ISSN (Print)0066-5452
ISSN (Electronic)2196-968X

Keywords

  • Brownian Motion
  • Diffusion Matrix
  • Planck Equation
  • Stochastic Differential Equation
  • Stochastic Dynamic

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