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MathIsimple – Simple, Friendly Math Tools & Learning

A rigorous introduction to Brownian motion covering its construction, path properties (continuity, non-differentiability, quadratic variation), the reflection principle, the strong Markov property, and connections to harmonic functions and diffusion equations. Suitable for graduate students in probability theory and mathematical finance. ...
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More about this material

Material Type:
Tutorial
Date Added to MERLOT:
February 28, 2026
Date Modified in MERLOT:
February 28, 2026
Author:
Unknown (Know the author?)
Submitter:
Kevin hqy
Primary Audience:
College Upper Division
Technical Format:
Website
Mobile Compatibility:
Not specified at this time
Language:
English
Cost Involved:
Unknown
Source Code Available:
Unknown
Creative Commons:
Unknown

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