Mouvement Brownien et Integrale Stochastique

Abstract

n this thesis, I have defined classical brownian motion and stochastic integral, and I have been interested un its fundamental properties and study its variation and trajectories. I have finished this work by constructing the stochastic integral of classical brownien motion. The objective of the study presented in this thesis is to define brownian motion and stochastic integra, and to demonstrate some properties of brownian motion.