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

 
教材タイプ
ワークシート
タグ
brownian  derivative  motion  process  random  walk  wiener 
対象者層(年齢)
19+
言語
English (United States)
 
 
GeoGebraバージョン
4.2
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3729
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CC-BY-SA, GeoGebra Terms of Use
 
 
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