Richness of Paths
Part of the Applications of Mathematics book series (SMAP, volume 45)
One could spend a lifetime exploring the delicate — and fascinating — properties of the paths of Brownian motion. Most of us cannot afford such an investment, so hard choices must be made. Still, without any doubt, there are two fundamental questions that must be considered to a reasonable depth:
How smooth — or how rough — is a Brownian path?
How do the paths of Brownian motion relate to those of random walk?
KeywordsFiltration Assure Hone Vanilla
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© Springer-Verlag New York, Inc. 2001