Brownian motion
= Brownian motion
{c}
{wiki}
A standard Brownian motion starts at zero, has almost surely continuous paths, and has independent Gaussian increments
$$
W_t-W_s\sim N(0,t-s)
\qquad(0\leq s<t).
$$
= Brownian motion
{c}
{wiki}
A standard Brownian motion starts at zero, has almost surely continuous paths, and has independent Gaussian increments
$$
W_t-W_s\sim N(0,t-s)
\qquad(0\leq s<t).
$$