Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with brownian-motion
Search options not deleted
user 30227
In mathematics, Brownian motion is described by the Wiener process; a continuous-time stochastic process named in honor of Norbert Wiener.
0
votes
0
answers
71
views
Does the Lévy characterization imply that the price process of any asset is a Brownian motion?
While studying Brownian motion applied to mathematical finance, I came across these lecture notes by prof Steve Lalley. In the prologue, he gives this explanation for the occurrence of Brownian motion …
- 147
3
votes
0
answers
97
views
Are the increments of a stochastic process driven by fractional Brownian motion independent?
I'm studying the following equation
$$\tag1
dX_t = \mu X_t dt + \sigma X_t dB^H_t
$$
where $B^H$ is the fractional Brownian motion (fBm) of Hurst parameter $H\in(0,1)$, that is a continuous Gaussi …
- 147