In:
Nagoya Mathematical Journal, Cambridge University Press (CUP), Vol. 82 ( 1981-06), p. 131-140
Abstract:
P. Lévy introduced a generalized notion of Brownian motion in his monograph “Processus stochastiques et mouvement brownien” by taking the time parameter space to be a general metric space. Let (M, d) be a metric space and let O be a fixed point of M called the origin. Following his definition, a Brownian motion parametrized with the metric space (M, d) is a Gaussian system ℬ = { B ( m ); m ∈ M } such that the difference B ( m ) − B ( m ′) is a random variable with mean zero and variance d ( m , m ′), and that B ( O ) = 0.
Type of Medium:
Online Resource
ISSN:
0027-7630
,
2152-6842
DOI:
10.1017/S0027763000019322
Language:
English
Publisher:
Cambridge University Press (CUP)
Publication Date:
1981
detail.hit.zdb_id:
2186888-8
SSG:
17,1
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