Open AccessRandom scaling and sampling of Brownian motion
Author(s) -
Mathieu Rosenbaum,
Marc Yor
Publication year - 2015
Publication title -
journal of the mathematical society of japan
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.047
H-Index - 36
eISSN - 1881-1167
pISSN - 0025-5645
DOI - 10.2969/jmsj/06741771
Subject(s) - mathematics , brownian motion , scaling , statistical physics , focus (optics) , simple random sample , fractional brownian motion , brownian excursion , sampling (signal processing) , random variable , inverse , diffusion process , mathematical analysis , geometric brownian motion , statistics , geometry , physics , computer science , population , knowledge management , demography , innovation diffusion , sociology , optics , detector