A "Brownian motion" with constant speed

doi:https://doi.org/10.1007/bfb0077346

Book Chapter10.1007/bfb0077346

A "Brownian motion" with constant speed

Ian Davies-1987-01-01-Lecture notes in mathematics

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Keywords

Brownian motionMathematicsConstant (computer programming)Reflected Brownian motionDiffusion processMotion (physics)Mathematical analysisGeometric Brownian motion

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