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A Riemann approach to random variation. (English) Zbl 1112.28002

Summary: This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.

MSC:

28A20 Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence
60A99 Foundations of probability theory
60G05 Foundations of stochastic processes
60J65 Brownian motion
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