Jointly Distributed Random Variables
Neeraj R. Hatekar · 2010
This paper seeks to study standard Brownian motion and some of its properties.We construct this stochastic process and demonstrate a few properties including continuity and non-differentiability.Contents 1. Continuous Random Variables 1 2. Jointly Distributed Random Variables 3 3. Normally Distributed Random Variables 5 4. Brownian Motion 8 References 13