Abstract
Brownian motion is a particular stochastic process which is the prototype of the class of processes which will be our main concern. Its investigation is the object of this chapter.
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References
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Baldi, P. (2017). Brownian Motion. In: Stochastic Calculus. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-62226-2_3
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DOI: https://doi.org/10.1007/978-3-319-62226-2_3
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