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Published in:
Random Maps, Distribution, and Mathematical Expectation Read chapter Read first chapter

2016 | OriginalPaper | Chapter

11. Strong Markov Property, Skorokhod Embedding, and Donsker’s Invariance Principle

Authors : Rabi Bhattacharya, Edward C. Waymire

Published in: A Basic Course in Probability Theory

Publisher: Springer International Publishing

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Abstract

This chapter ties together a number of the topics introduced in the text via applications to the further analysis of Brownian motion, a fundamentally important stochastic process whose existence was established in Chapter IX.

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previous chapter Brownian Motion: The LIL and Some Fine-Scale Properties
next chapter A Historical Note on Brownian Motion
Footnotes
1
The proof of the equivalence of (11.10) and that of Definition 11.7 for processes with continuous sample paths may be found in Stroock and Varadahn (1980), p. 30.
 
Metadata
Title
Strong Markov Property, Skorokhod Embedding, and Donsker’s Invariance Principle
Authors
Rabi Bhattacharya
Edward C. Waymire
Copyright Year
2016
Book
A Basic Course in Probability Theory

Print ISBN: 978-3-319-47972-9

Electronic ISBN: 978-3-319-47974-3

Copyright Year: 2016

DOI
https://doi.org/10.1007/978-3-319-47974-3_11