Questions tagged [motion]

The tag has no usage guidance.

4 questions
Filter by
Sorted by
Tagged with
47 views

Bizarre appending in multivariate geometric brownian motion simulation [closed]

Could anyone explain why this appending is behaving differently in the code below? In the first case, the simulation is done normally, but in the second type, at every iteration to each component ...
129 views

Proof: Brownian Motion Path Continious with Probability One [closed]

How can one show that the paths of the standard Wiener process are continuous in $T$ with probability one? Can we just proof it with the assumption of independence ? Thank You in advance!
Ito formula for $Y_t=tB_t$
someone can help me to solve this problem: $B_t$ is a Standard Brownian Motion. Let $Y_t=tB_t$. Using Ito formula, find drift and volatility of $Y_t$. The result I found is $dY_t=B_tdt+t\cdot dB_t$ ...
Have a question about "How to estimate parameters for SDE with multiple Brownian Motions ?" Let's say $X_t$ follows the process: $dX_t=\mu dt+\sigma_1 dW_t^1 + \sigma_2 dW_t^2$ I think I've checked ...