Functions of Brownian motion
Functions of Brownian motion
The class of continuous functions <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="h"> <mml:semantics> <mml:mi>h</mml:mi> <mml:annotation encoding="application/x-tex">h</mml:annotation> </mml:semantics> </mml:math> </inline-formula> for which <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="h"> <mml:semantics> <mml:mi>h</mml:mi> <mml:annotation encoding="application/x-tex">h</mml:annotation> </mml:semantics> </mml:math> </inline-formula> (Brownian motion) is a Markov process is determined.