Derivative of Brownian Motion

Simulation of the non-existence of the derivative of Brownian Motion using a scaled random walk for an approximation of Brownian Motion. For a complete explanation, please see http://www.math.unl.edu/~sdunbar1/MathematicalFinance/Lessons/BrownianMotion/PathProperties/pathproperties.xml with theorems and problems to work for understanding.

 

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Tipo de recurso
Actividad
Etiquetas
brownian  derivative  motion  process  random  walk  wiener 
Grupo destino (edad)
19+
Idioma
English (United States)
 
 
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4.2
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