We construct a model of one-dimensional Brownian motion in the form of a random walk as an alternative to the Wiener random process.
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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 20, pp. 221–232, 2007
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Frolov, S.I. Brownian Random Walk. J Math Sci 221, 522–529 (2017). https://doi.org/10.1007/s10958-017-3247-1
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DOI: https://doi.org/10.1007/s10958-017-3247-1