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Brownian Motion

  • J. Michael Steele
Part of the Applications of Mathematics book series (SMAP, volume 45)

Abstract

Brownian motion is the most important stochastic process. As a practical tool, it has had profound impact on almost every branch of physical science, as well as several branches of social science. As a creation of pure mathematics, it is an entity of uncommon beauty. It reflects a perfection that seems closer to a law of nature than to a human invention.

Keywords

Brownian Motion Characteristic Function Gaussian Process Mother Wavelet Moment Generate Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 2001

Authors and Affiliations

  • J. Michael Steele
    • 1
  1. 1.The Wharton School, Department of StatisticsUniversity of PennsylvaniaPhiladelphiaUSA

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