Abstract
This chapter ties together a number of the topics introduced in the text via applications to the further analysis of Brownian motion, a fundamentally important stochastic process whose existence was established in Chapter IX.
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© 2016 Springer International Publishing AG
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Bhattacharya, R., Waymire, E.C. (2016). Strong Markov Property, Skorokhod Embedding, and Donsker’s Invariance Principle. In: A Basic Course in Probability Theory. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-47974-3_11
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DOI: https://doi.org/10.1007/978-3-319-47974-3_11
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-47972-9
Online ISBN: 978-3-319-47974-3
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