Approximation of Wiener Process with a scaled random walk

Approximation of Brownian Motion by a scaled random walk. For a complete explanation, please see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BrownianMotion/Approximation/approximation.xml complete with theorems and problems to work for understanding.

 

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Type de ressources
Activité
Balises
brownian  exploration  motion  process  random  walk  wiener 
Tranche d'âges
19+
Langue
English (United States)
 
 
 
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