Brownian motion and its time rescaling
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’’.
KeywordsBrownian Motion White Noise Gaussian Process Gaussian Random Variable Standard Brownian Motion
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