ABSTRACT
In this section we will define Brownian motion and construct it. This event, like the birth of a child, is messy and painful, but after a while we will be able to have fun with our new arrival. We begin by reducing the definition of a d-dimensional Brownian motion with a general starting point to that of a one dimensional Brownian motion starting at 0. The first two statements, (1.1) and (1.2), are part of our definition.
