Study on A Direct Construction of the Standard Brownian Motion

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.

Harouna Sangare

LERSTAD, Gaston Berger University, Saint-Louis, Senegal and DER MI, FST, Universite des Sciences, des Techniques et des Technologies de Bamako (USTT-B), Mali.

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