Questions related to Brownian motion, a continuous stochastic process denoted by $W_t$, $t\geq 0$, with independent increments, such that $W(t)-W(s)$ is normally distributed, with $0$ mean and variance $t-s$.
Brownian motion is a continuous stochastic process denoted by $W_t$, $t\geq 0$, with independent increments, such that $W_t-W_s\sim\mathcal{N}(0,t-s)$, i.e. the increments are normally distributed with $0$ mean and variance $t-s$. Links:
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13 years, 2 months ago by Zhen Lin |
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2 years, 9 months ago |
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