Martingales and Brownian Motion: Construction and Properties

In course

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Description

This lecture covers the construction of a Brownian motion with continuous trajectories using Paul Lévy's method, where a family of random continuous functions is built to coincide with the previously constructed family from Part 1 of the same day's lecture. The instructor discusses the properties and verification of the constructed Brownian motion.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_x0b7c7nw

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Ontological neighbourhood

Mathematics

Probability theory: Stochastic processses

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