arXiv:2006.01597 [math.PR]AbstractReferencesReviewsResources
A direct construction of the Standard Brownian Motion
Lo Gane Samb, Niang Aladji Babacar, Sangare Harouna
Published 2020-06-01Version 1
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.
Comments: 17 pages
Categories: math.PR
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