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Brownian Random Walk

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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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Correspondence to S. I. Frolov.

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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

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