P. Muldowney, Magee College, University of Ulster, Derry, N. Ireland, e-mail: firstname.lastname@example.org
Abstract: This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.
Keywords: Henstock integral, probability, Brownian motion
Classification (MSC2000): 28A20, 60A99, 60G05
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