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Results tagged with brownian-motion
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user 68657
In mathematics, Brownian motion is described by the Wiener process; a continuous-time stochastic process named in honor of Norbert Wiener.
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How can there be Brownian motions under different measures?
A simple answer that our lecturer once mentioned is that a room can be both measured in inches and meters. Both would describe the exact same process (the room), but in different measures $P$ or $Q$. …
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