Brownian motion and its time rescaling

  • Claudio Maccone
Part of the Springer Praxis Books book series (PRAXIS)


Let us now change the topic of the discussion, and consider Brownian motion. Since Brownian motion has been investigated by physicists and mathematicians for about a century, a number of aspects of both theoretical and practical interest have been brought to light, and a large book would thus be required to cover them. In this book we shall confine ourselves to a very particular feature that we will call ‘‘time rescaling’’.


Brownian Motion White Noise Gaussian Process Gaussian Random Variable Standard Brownian Motion 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  1. 1.International Academy of Astronautics and Istituto Nazionale di AstrofisicaTorino (Turin)Italy

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