A direct construction of the Standard Brownian Motion
Probability
2020-06-03 v1
Abstract
In this note, we combine the two approaches of Billingsley (1998) and Cs\H{o}rg\H{o} and R\'ev\'esz (1980), to provide a detailed sequential and descriptive for creating s standard Brownian motion, from a Brownian motion whose time space is the class of non-negative dyadic numbers. By adding the proof of Etemadi's inequality to text, it becomes self-readable and serves as an independent source for researches and professors.
Keywords
Cite
@article{arxiv.2006.01597,
title = {A direct construction of the Standard Brownian Motion},
author = {Lo Gane Samb and Niang Aladji Babacar and Sangare Harouna},
journal= {arXiv preprint arXiv:2006.01597},
year = {2020}
}
Comments
17 pages