Smooth random functions, random ODEs, and Gaussian processes
The usual way in which mathematicians work with randomness is by a rigorous formulation of the idea of Brownian motion, which is the limit of a random walk as the step length goes to zero. A Brownian path is continuous but nowhere differentiable, and this nonsmoothness is associated with technical c...
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| Format: | Journal article |
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Society for Industrial and Applied Mathematics
2019
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