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.
KeywordsBrownian Motion Characteristic Function Gaussian Process Mother Wavelet Moment Generate Function
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