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.

 

sdunbar

 
Tipo de recurso
Actividad
Etiquetas
brownian  motion  process  random  transformation  walk  wiener 
Grupo destino (edad)
19+
Idioma
English (United States)
 
 
Versión de GeoGebra
4.2
Vistas
2159
Contacta al autor del recurso
 
 
© 2025 International GeoGebra Institute