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.

 

sdunbar

 
Materiaaltype
Werkblad
Tags
brownian  derivative  motion  process  random  walk  wiener 
Doelgroep (leeftijd)
19+
Taal
English (United States)
 
 
GeoGebra versie
4.2
keer bekeken
3643
Contacteer de auteur van dit materiaal
 
 
© 2025 International GeoGebra Institute