A Riemann approach to random variation
Mathematica Bohemica (2006)
- Volume: 131, Issue: 2, page 167-188
- ISSN: 0862-7959
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topMuldowney, Patrick. "A Riemann approach to random variation." Mathematica Bohemica 131.2 (2006): 167-188. <http://eudml.org/doc/249903>.
@article{Muldowney2006,
abstract = {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.},
author = {Muldowney, Patrick},
journal = {Mathematica Bohemica},
keywords = {Henstock integral; probability; Brownian motion; Henstock integral; probability; Brownian motion},
language = {eng},
number = {2},
pages = {167-188},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {A Riemann approach to random variation},
url = {http://eudml.org/doc/249903},
volume = {131},
year = {2006},
}
TY - JOUR
AU - Muldowney, Patrick
TI - A Riemann approach to random variation
JO - Mathematica Bohemica
PY - 2006
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 131
IS - 2
SP - 167
EP - 188
AB - 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.
LA - eng
KW - Henstock integral; probability; Brownian motion; Henstock integral; probability; Brownian motion
UR - http://eudml.org/doc/249903
ER -
References
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- Brownian Motion and Stochastic Calculus, Springer, Berlin, 1988. (1988) MR0917065
- Foundations of the Theory of Probability, 1933, .
- A General Theory of Integration in Function Spaces, Including Wiener and Feynman Integration, Pitman Research Notes in Mathematics no. 153, Harlow, 1987. (1987) Zbl0623.28008MR0887535
- Topics in probability using generalised Riemann integration, Math. Proc. R. Ir. Acad. 99(A)1 (1999), 39–50. (1999) Zbl0965.60010MR1883062
- 10.1515/JAA.2002.1, J. Appl. Anal. 8 (2002), 1–21. (2002) Zbl1042.28012MR1921467DOI10.1515/JAA.2002.1
- Lebesgue integrability implies generalized Riemann integrability in , Real Anal. Exch. 27 (2001/2002), 223–234. (2001/2002) MR1887853
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