{"title":"A Theorem of the Square Root of the Brownian Motion","authors":"Moawia Alghalith","doi":"10.2139/ssrn.3317530","DOIUrl":null,"url":null,"abstract":"We present a formal theorem of the square root of the Brownian motion. In doing so, we show that this process can be presented as a typical complex random variable. In addition, we introduce the basic properties of this process.<br> <br>","PeriodicalId":299310,"journal":{"name":"Econometrics: Mathematical Methods & Programming eJournal","volume":"29 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-01-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometrics: Mathematical Methods & Programming eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3317530","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
We present a formal theorem of the square root of the Brownian motion. In doing so, we show that this process can be presented as a typical complex random variable. In addition, we introduce the basic properties of this process.
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