Abstract
This chapter deals with the Markov and strong Markov properties of the Brownian motion and to several their interesting consequences.
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© 2014 Scuola Normale Superiore Pisa
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Da Prato, G. (2014). Markov property of Brownian motion. In: Introduction to Stochastic Analysis and Malliavin Calculus. Publications of the Scuola Normale Superiore, vol 13. Edizioni della Normale, Pisa. https://doi.org/10.1007/978-88-7642-499-1_5
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DOI: https://doi.org/10.1007/978-88-7642-499-1_5
Publisher Name: Edizioni della Normale, Pisa
Print ISBN: 978-88-7642-497-7
Online ISBN: 978-88-7642-499-1
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