Brownian Motion

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


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.


Brownian Motion Characteristic Function Gaussian Process Mother Wavelet Moment Generate Function 


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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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