%0 Journal Article %1 pitman2018guide %A Pitman, Jim %A Yor, Marc %D 2018 %K probability processes readings stats stochastic tutorials %T A guide to Brownian motion and related stochastic processes %U http://arxiv.org/abs/1802.09679 %X This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential equations associated with the Laplace and heat operators, and various generalizations thereof. As a typical reader, we have in mind a student, familiar with the basic concepts of probability based on measure theory, at the level of the graduate texts of Billingsley and Durrett , and who wants a broader perspective on the theory of Brownian motion and related stochastic processes than can be found in these texts.

@article{pitman2018guide, abstract = {This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential equations associated with the Laplace and heat operators, and various generalizations thereof. As a typical reader, we have in mind a student, familiar with the basic concepts of probability based on measure theory, at the level of the graduate texts of Billingsley and Durrett , and who wants a broader perspective on the theory of Brownian motion and related stochastic processes than can be found in these texts.}, added-at = {2021-03-15T11:45:31.000+0100}, author = {Pitman, Jim and Yor, Marc}, biburl = {https://www.bibsonomy.org/bibtex/291113358154666ee2d83c8b56a18d2d4/kirk86}, description = {[1802.09679] A guide to Brownian motion and related stochastic processes}, interhash = {06fd60a31178f3a572bfdfcecf357ee8}, intrahash = {91113358154666ee2d83c8b56a18d2d4}, keywords = {probability processes readings stats stochastic tutorials}, note = {cite arxiv:1802.09679Comment: 101 pages}, timestamp = {2021-03-15T11:45:31.000+0100}, title = {A guide to Brownian motion and related stochastic processes}, url = {http://arxiv.org/abs/1802.09679}, year = 2018 }