标准布朗运动的一种直接构造研究

arXiv: Probability Pub Date : 2020-06-01 DOI:10.9734/BPI/TPMCS/V1/5056D

Lo Gane Samb, N. Babacar, S. Harouna

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引用次数: 0

摘要

在本文中，我们结合Billingsley(1998)和Csőrgő和Revesz(1980)的两种方法，提供了一个详细的顺序和描述性的方法来创建标准布朗运动，从布朗运动的时间空间是非负的二进数类。通过将Etemadi不等式的证明添加到文本中，它变得自读，并作为研究人员和教授的独立来源。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Study on A Direct Construction of the Standard Brownian Motion

In this note, we combine the two approaches of Billingsley (1998) and Csőrgő and Revesz (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.

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arXiv: Probability

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