brownian related issues & queries in StatsXchanger



Which formula for GBM is correct?

time-series brownian
Updated August 08, 2018 06:19 AM






Z ~N(0,1), distribution of √t Z?

distributions brownian
Updated February 21, 2018 05:19 AM







Brownian motion proof

stochastic-processes brownian
Updated November 30, 2017 01:19 AM


Geometric Brownian motion without drift

randomness brownian
Updated November 25, 2017 02:19 AM










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