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Brownian Motion

  • Erhan Çınlar
Chapter
Part of the Graduate Texts in Mathematics book series (GTM, volume 261)

Abstract

This chapter is on Brownian motions on the real line ℝ with a few asides on those in ℝ d . We concentrate on theWiener process, the standard Brownian motion.

Keywords

Brownian Motion Local Time Wiener Process Recurrence Time Bessel Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media, LLC 2011

Authors and Affiliations

  1. 1.Princeton UniversityPrincetonUSA

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