Français
3. Brownian motion
3.1 Construction of Brownian motion
Brownian motion, or the Wiener process, plays a fundamental role in many fields. It was introduced by Bachelier in 1900, for applications in finance, and is again playing an important role in financial mathematics today. It was rediscovered shortly after Bachelier by Einstein, and has since become one of the major modeling tools in physics. It can be found at
...
The Ultimate Scientific and Technical Reference
This article is included in
Mathematics
This offer includes:
Knowledge Base
Updated and enriched with articles validated by our scientific committees
Services
A set of exclusive tools to complement the resources
Practical Path
Operational and didactic, to guarantee the acquisition of transversal skills
Doc & Quiz
Interactive articles with quizzes, for constructive reading
Brownian motion
Martingales and downtime
References
The Ultimate Scientific and Technical Reference
