A Riemann approach to random variation
Mathematica Bohemica, Tome 131 (2006) no. 2, pp. 167-188
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This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.
This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.
DOI : 10.21136/MB.2006.134089
Classification : 28A20, 60A99, 60G05, 60J65, 62H30
Keywords: Henstock integral; probability; Brownian motion
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Muldowney, Patrick. A Riemann approach to random variation. Mathematica Bohemica, Tome 131 (2006) no. 2, pp. 167-188. doi: 10.21136/MB.2006.134089

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