Brownian Motion–Existence
Abstract
The central idea needed for most continuous time models in finance, and indeed most applications of stochastic processes, is that of a Brownian motion. The central challenge of this idea is to prove existence, the subject of
Fields of Study & Subjects
Stochastic processes and financial applications
Stochastic processes and statistical mechanics
Probability and Statistical Research
Publication details
- Journal / source
- Chapman & Hall/CRC eBooks
- Pages
- 1–64
- Publication date
- 11 March 2026
- Language
- EN
- Document type
- Book chapter