Re: Brownian motion

["G. A. Edgar"]

In article <1146345430.406169.15380@xxxxxxxxxxxxxxxxxxxxxxxxxxxx>, Wing
<nilland@xxxxxxxxxxxxx> wrote:

> Hello everyone.
> 
> I have a question about a standard Brownian motion, W(t). Is it
> possible to express dW? Because I would like to observe the small
> change of W over time and compare my simulation.
> 
> Thank You.
> 

W has infinite variation on every interval, so dW is not a measure.

-- 
G. A. Edgar                               http://www.math.ohio-state.edu/~edgar/