MATHEMATICA BOHEMICA, Vol. 131, No. 2, pp. 167-188 (2006)

A Riemann approach to random variation

Patrick Muldowney

P. Muldowney, Magee College, University of Ulster, Derry, N. Ireland, e-mail: p.muldowney@ulster.ac.uk

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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