R440, Astronomy-Mathematics Building, NTU
(台灣大學天文數學館 440室)
Introduction Some Properties of Continuity of Sample Paths for Brownian Motion
Bi-Jyun Li (National Chengchi University)
** 30 min break from 15:00 - 15:30**
Abstract
In this talk, our lecture starts with introducing pre-Brownian motion which is defined from a Gaussian white noise. Going from pre-Brownian motion to Brownian motion requires the additional property of continuity of sample paths. Then we introduce some properties of Brownian sample paths, and establishes the strong Markov property.
Reference
Brownian Motion, Martingales, and Stochastic Calculus, Jean-François Le Gall, (2016, ISBN 978-3-319-31088-6)
