On the Random Walk and Brownian Motion

DOI10.2307/1993657zbMATH Open0279.60057OpenAlexW4252931703MaRDI QIDQ4765828FDOQ4765828

Authors: Frank B. Knight 

Publication date: 1962

Full work available at URL: https://doi.org/10.2307/1993657

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Strong limit theorems (60F15)

Cites Work

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• Some Theorems Concerning Brownian Motion
• On the intrinsic form for second order differential operators
• A property of Brownian motion paths

Cited In (17)

• Random Walks and A Sojourn Density Process of Brownian Motion
• An exponential functional of random walks
• On strong invariance for local time of partial sums
• 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
• From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing
• Finite approximation schemes for Lévy processes, and their application to optimal stopping problems
• Stochastic integration based on simple, symmetric random walks
• One-dimensional quantum walks with a position-dependent coin
• On dynamic investment strategies
• 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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