Chapter13-华中科技大学 .ppt

Chapter 13 Brownian Motion 13.1 Symmetric Random Walk 13.2 The Law of Large Numbers 13.3 Central Limit Theorem 13.4 Brownian Motion as a Limit of Random Walks 13.5 Brownian Motion 13.6 Covariance of Brownian Motion 13.7 Finite-Dimensional Distributions of Brownian Motion 13.8 Filtration generated by a Brownian Motion 13.9 Martingale Property 13.10 The Limit of a Binomial Model 13.11 Starting at Points Other Than 0 13.12 Markov Property for Brownian Motion 13.13 Transition Density 13.14 First Passage Time * * *