Let us consider transporting particle in the n-dimensional Euclidian space Rn. It is assumed that a particle originating at a point x∈Rn moves in a straight line with constant speed c and continues to move until it suffers a collision. The probability that the particle has a collision between t and t + Δ is kΔ + o(Δ), where k is constant. When a particle has a collision, say at y in Rn, it moves afresh from y with an isotropic choice of direction independent of past history.

Theory of real and time continuous martingales has been developed recently by P. Meyer [8, 9]. Let be a square integrable martingale on a probability space P. He showed that there exists an increasing process ‹X›t such that