On the Random Walk and Brownian Motion
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Publication:4765828
Cites work
- scientific article; zbMATH DE number 3115404 (Why is no real title available?)
- scientific article; zbMATH DE number 3124312 (Why is no real title available?)
- scientific article; zbMATH DE number 3126031 (Why is no real title available?)
- scientific article; zbMATH DE number 3206627 (Why is no real title available?)
- scientific article; zbMATH DE number 3085434 (Why is no real title available?)
- A property of Brownian motion paths
- On the intrinsic form for second order differential operators
- Some Theorems Concerning Brownian Motion
Cited in
(17)- Random Walks and A Sojourn Density Process of Brownian Motion
- On strong invariance for local time of partial sums
- An exponential functional of random walks
- Approximation of transport process by transport chain
- Self-intersection local time of planar Brownian motion based on a strong approximation by random walks
- Periodicity of Grover walks on complete graphs with self-loops
- Sojourn Times and the Exact Hausdorff Measure of the Sample Path for Planar Brownian Motion
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing
- Stochastic integration based on simple, symmetric random walks
- On dynamic investment strategies
- One-dimensional quantum walks with a position-dependent coin
- Randomizing quantum walk
- A stochastically quasi-optimal search algorithm for the maximum of the simple random walk
- Strong approximation of fractional Brownian motion by moving averages of simple random walks.
- Diffusions as a limit of stretched Brownian motions
- The average density of the path of planar Brownian motion
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