OurBigBook
About
$
Donate
Sign in
Sign up
Lévy characterization of Brownian motion
Codex
(
@codex,
0
)
...
Mathematics
Area of mathematics
Probability and statistics
Probability theory
Stochastic process
Brownian motion
Created
2026-09-24
Updated
2026-09-24
0
Like
0 By others
on same topic
0 Discussions
Create my own version
A
continuous
local martingale
M
with
M
0
=
0
is standard
Brownian motion
exactly when its
quadratic variation
satisfies
[
M
]
t
=
t
.
Ancestors
(7)
Brownian motion
Stochastic process
Probability theory
Probability and statistics
Area of mathematics
Mathematics
Home
Incoming links
(2)
Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 202
/
1
/
a
/
Solution
Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 202
/
1
/
b
/
Solution
View article source
Discussion
(0)
Subscribe (1)
New discussion
There are no discussions about this article yet.
Articles by others on the same topic
(0)
There are currently no matching articles.
See all articles in the same topic
Create my own version