Brownian motion is an example of a stochastic process. Brownian motion is a stochastic process on with the following properties:
almost surely.
The increments are independent and normally distributed for .
The function is continuous.
Introduction:
History:
See also:
Wikipedia, Brownian motion
Wikipedia, Wiener process
Last revised on November 30, 2023 at 09:29:38. See the history of this page for a list of all contributions to it.