Brownian motion is a central object of probability theory. Roughly speaking, we could perform a space-time rescaling of a symmetric nearest neighbor random walk on the integer lattice such that the limiting process has normally distributed increments and continuous paths.
CITATION STYLE
Klenke, A. (2014). Brownian Motion (pp. 457–508). https://doi.org/10.1007/978-1-4471-5361-0_21
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