Abstract
Symmetries of Gaussian distribution; existence and path properties of Brownian motion; strong Markov and reflection properties; arcsine and uniform laws; law of the iterated logarithm; Wiener integrals and isonormal Gaussian processes; multiple Wiener-Itô integrals; chaos expansion of Brownian functionals
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Rights and permissions
Copyright information
© 1997 Applied Probability Trust
About this chapter
Cite this chapter
(1997). Gaussian Processes and Brownian Motion. In: Foundations of Modern Probability. Probability and its Applications. Springer, New York, NY. https://doi.org/10.1007/0-387-22704-0_11
Download citation
DOI: https://doi.org/10.1007/0-387-22704-0_11
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-94957-4
Online ISBN: 978-0-387-22704-7
eBook Packages: Springer Book Archive