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Brownian motion and its time rescaling

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

Abstract

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’’.

Keywords

Brownian Motion White Noise Gaussian Process Gaussian Random Variable Standard Brownian Motion 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    R. Ash, Information Theory, Interscience, Wiley, New York, 1965.Google Scholar
  2. 2.
    A. Papoulis, Probability, Random Variables, and Stochastic Processes, McGraw-Hill, New York, 1965.Google Scholar
  3. 3.
    A. Papoulis, The Fourier Integral and Its Applications, McGraw-Hill, New York, 1962.Google Scholar
  4. 4.
    A. Papoulis, Signal Analysis, McGraw-Hill, New York, 1977.Google Scholar
  5. 5.
    E. Lukacs, Characteristic Functions, Griffin, London, 1970.Google Scholar

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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