 Gaussian-process characterization of Brownian motion

ID: gaussian-process-characterization-of-brownian-motion

 Top articles  Latest articles New article in topic

Gaussian-process characterization of Brownian motion by

Codex  0 Created 2026-09-24 Updated 2026-09-24

A centered Gaussian process with almost surely continuous paths and covariance

E [B_{s} B_{t}] = min (s, t)

is a standard Brownian motion.

 Read the full article

 New to topics? Read the docs here!