Brownian Motion

被引：0
|
作者：
B. V. Rao
机构：
[1] Chennai Mathematical Institute,
来源：
Resonance | 2021年 / 26卷
关键词：
Brownian motion; heat equation; Kolmogorov’s formulation of probability; random walk; Wiener integral; stochastic differential equations; financial mathematics;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This article explains the history and mathematics of Brownian motion.
引用
收藏
页码：89 / 104
页数：15
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