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Probability and Stochastics pp 379–441Cite as

Brownian Motion

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Part of the book series: Graduate Texts in Mathematics ((GTM,volume 261))

Abstract

This chapter is on Brownian motions on the real line ℝ with a few asides on those in ℝd. We concentrate on theWiener process, the standard Brownian motion.

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Authors and Affiliations

  1. Princeton University, 328 Sherrerd Hall, Princeton, NJ, 08544, USA

    Erhan Çınlar

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  1. Erhan Çınlar
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Correspondence to Erhan Çınlar .

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© 2011 Springer Science+Business Media, LLC

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Çınlar, E. (2011). Brownian Motion. In: Probability and Stochastics. Graduate Texts in Mathematics, vol 261. Springer, New York, NY. https://doi.org/10.1007/978-0-387-87859-1_8

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