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Introduction

  • Daniel Revuz
  • Marc Yor
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 293)

Abstract

A stochastic process is a phenomenon which evolves in time in a random way. Nature, everyday life, science offer us a huge variety of such phenomena or at least of phenomena which can be thought of as a function both of time and of a random factor. Such are for instance the price of certain commodities, the size of some populations, or the number of particles registered by a Geiger counter.

Keywords

Brownian Motion Probability Measure Gaussian Process Fractional Brownian Motion Gaussian Measure 
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-Verlag Berlin Heidelberg 1999

Authors and Affiliations

  • Daniel Revuz
    • 1
  • Marc Yor
    • 2
  1. 1.Départment de MathématiquesUniversité Paris VIIParis Cedex 05France
  2. 2.Laboratoire de ProbabilitésUniversité Pierre et Marie CurieParis Cedex 05France

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