Processus stochastiques et mouvement brownien

E1020439

Processus stochastiques et mouvement brownien is a foundational mathematical work by Paul Lévy that develops the theory of stochastic processes and Brownian motion.

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Processus stochastiques et mouvement brownien canonical 2

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Statements (44)

Predicate Object
instanceOf book ⓘ
mathematical monograph ⓘ
author Paul Lévy ⓘ
contribution development of the mathematical theory of Brownian motion ⓘ
development of the theory of stochastic processes ⓘ
countryOfOrigin France ⓘ
field mathematics ⓘ
probability theory ⓘ
stochastic analysis ⓘ
genre mathematics textbook ⓘ
scientific literature ⓘ
hasInfluenceOn mathematical finance ⓘ
statistical physics ⓘ
stochastic differential equations ⓘ
hasPart measure-theoretic foundations of stochastic processes ⓘ
results on Gaussian processes ⓘ
results on Markov processes ⓘ
results on martingale-type ideas ⓘ
study of sample path properties of stochastic processes ⓘ
theory of Brownian motion as a stochastic process ⓘ
historicalPeriod 20th-century mathematics ⓘ
influenced modern probability theory ⓘ
stochastic calculus ⓘ
theory of Markov processes ⓘ
influencedBy Albert Einstein ⓘ
Norbert Wiener ⓘ
language French ⓘ
mainSubject Brownian motion ⓘ
stochastic processes ⓘ
namedAfter Brownian motion ⓘ
notableFor rigorous treatment of Brownian motion ⓘ
systematic development of stochastic process theory ⓘ
originalTitle Processus stochastiques et mouvement brownien ⓘ
relatedConcept Gaussian process ⓘ
Markov process ⓘ
Wiener process ⓘ
linked to: Brownian motion

hitting times ⓘ
local time of Brownian motion ⓘ
probability measure ⓘ
random walk ⓘ
sample path continuity ⓘ
relatedWork Théorie de l’addition des variables aléatoires ⓘ
usedIn advanced courses on stochastic processes ⓘ
research in probability theory ⓘ

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Referenced by (2)

Full triples — surface form annotated when it differs from this entity's canonical label.

Paul Lévy → notableWork → Processus stochastiques et mouvement brownien ⓘ
Processus stochastiques et mouvement brownien → originalTitle → Processus stochastiques et mouvement brownien ⓘ