On the random walk and Brownian motion
Author:
Frank B. Knight
Journal:
Trans. Amer. Math. Soc. 103 (1962), 218-228
MSC:
Primary 60.66; Secondary 60.62
DOI:
https://doi.org/10.1090/S0002-9947-1962-0139211-2
MathSciNet review:
0139211
Full-text PDF Free Access
References | Similar Articles | Additional Information
- Salomon Bochner, Harmonic analysis and the theory of probability, University of California Press, Berkeley and Los Angeles, 1955. MR 0072370
- J. L. Doob, Stochastic processes, John Wiley & Sons, Inc., New York; Chapman & Hall, Limited, London, 1953. MR 0058896 W. Feller, An introduction to probability theory and its applications, Vol. 1, 2d ed., New York, 1957.
- William Feller, On the intrinsic form for second order differential operators, Illinois J. Math. 2 (1958), 1–18. MR 92047
- G. A. Hunt, Some theorems concerning Brownian motion, Trans. Amer. Math. Soc. 81 (1956), 294–319. MR 79377, DOI https://doi.org/10.1090/S0002-9947-1956-0079377-3 K. Ito and H. P. McKean, Monograph on diffusion, to appear. M. Kac, Random walk and the theory of Brownian motion, Noise and stochastic processes, pp. 295-317, Dover, New York, 1954.
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Article copyright:
© Copyright 1962
American Mathematical Society
