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Brownian motion
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(Definition)
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This entry is broken! Please report this to the author (skubeedooo) by filing a correction. In the meantime, you can see if another rendering mode works.
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Cross-references: coordinate, variance, mean, independent, finite sequence, continuous, sample paths, almost surely, stochastic process
There are 31 references to this entry.
This is version 12 of Brownian motion, born on 2005-04-27, modified 2008-10-19.
Object id is 6974, canonical name is BrownianMotion.
Accessed 10108 times total.
Classification:
| AMS MSC: | 60J65 (Probability theory and stochastic processes :: Markov processes :: Brownian motion) |
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Pending Errata and Addenda
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