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The Brownian Motion Process
The Brownian Motion Process
2011
John Lamperti
Keywords:
Classical mechanics
Reflected Brownian motion
Reflection principle (Wiener process)
Heavy traffic approximation
Fractional Brownian motion
Martingale representation theorem
Mathematical analysis
Geometric Brownian motion
Diffusion process
Brownian excursion
Mathematics
Ornstein–Uhlenbeck process
Correction
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