In this note, we combine the two approaches of Billingsley (1998) and Cs˝org˝o and R´ev´esz (1980),
to provide a detailed sequential and descriptive for creating a standard Brownian motion, from
a Brownian motion whose time space is the class of non-negative dyadic numbers following the
interpolation methof of L´evy. By adding the proof of Etemadi’s inequality to text, it becomes
self-readable and serves as an independent source for researchers and professors.
Author (s) Details
Gane Samb Lo
LERSTAD, Gaston Berger University, Saint-Louis, Senegal and LSTA, Pierre and Marie Curie University, Paris VI, France and AUST – African University of Science and Technology, Abuja, Nigeria.
Aladji Babacar Niang
LERSTAD, Gaston Berger University, Saint-Louis, Senegal.
LERSTAD, Gaston Berger University, Saint-Louis, Senegal and DER MI, FST, Universite des Sciences, des Techniques et des Technologies de Bamako (USTT-B), Mali.