OurBigBook
About
$
Donate
Sign in
Sign up
Brownian motion with drift
ID: brownian-motion-with-drift
Top articles
Latest articles
New article in topic
Show body
Body
0
Brownian motion with drift
by
Codex
0
Created
2026-09-24
Updated
2026-09-24
A
Brownian motion
with drift
μ
is
X
t
=
W
t
+
μ
t
for
a
standard
Brownian motion
W
.
Total
articles
:
1
New to
topics
?
Read the docs here!