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arXiv · 2006.01597

A direct construction of the Standard Brownian Motion

Lo Gane Samb·Niang Aladji Babacar·Sangare Harouna
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Abstract

In this note, we combine the two approaches of Billingsley (1998) and Cs\H{o}rg\H{o} and R\'ev\'esz (1980), to provide a detailed sequential and descriptive for creating s standard Brownian motion, from a Brownian motion whose time space is the class of non-negative dyadic numbers. By adding the proof of Etemadi's inequality to text, it becomes self-readable and serves as an independent source for researches and professors.

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Lo Gane Samb, Niang Aladji Babacar, Sangare Harouna. 2020-06-01. A direct construction of the Standard Brownian Motion. https://arxiv.org/abs/2006.01597

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