Transformations of Wiener Process

Shifting and scaling transformations of Brownian Motion. Please see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BrownianMotion/Transformations/transformations.xml for complete explanation, with theorems and problems to work for understanding.

 

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Resource Type
Activity
Tags
brownian  motion  process  random  transformation  walk  wiener 
Target Group (Age)
19+
Language
English (United States)
 
 
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4.2
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