A Useful Trick and Some Properties of Brownian Motion

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  • เผยแพร่เมื่อ 18 ธ.ค. 2024

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  • @goosty17
    @goosty17 4 ปีที่แล้ว +4

    omg this helped me out so much. thank youuuuuuuuuu omg

  • @judsongordy8872
    @judsongordy8872 7 ปีที่แล้ว +3

    I have a question about the Ito's integral. You say that the Ito Integral in the integral of a random variable with respect to Brownian motion correct? But what exactly is that? For example, if you integrate a velocity function what the answer IS is the total distance traveled. Or more generally multiple the y-axis by the x-axis and it is the total of what ever that product is. So what exactly IS the answer you get from performing Ito's Integration?

    • @Sad-mm8tm
      @Sad-mm8tm 3 ปีที่แล้ว

      isnt it cumulative distribution function?

    • @judsongordy8872
      @judsongordy8872 3 ปีที่แล้ว

      @@Sad-mm8tm I'm a bit more educated on this topic now, and I believe you are correct.

    • @Sad-mm8tm
      @Sad-mm8tm 3 ปีที่แล้ว

      @@judsongordy8872 I am not sure, it just looks like it.

  • @younique9710
    @younique9710 9 หลายเดือนก่อน

    One question at 1:00 is following: the very previous video explained B (brownian motion) as a random process, a series of Z points over time t. But, In this current video, how B is explained as a data point at a specific time t on the graph. Here, maybe B is a brownian motion that the time is limited to zero?

  • @discoverrealityclover9620
    @discoverrealityclover9620 6 ปีที่แล้ว +1

    How do you add time together? You can add physical things like mass but how do you add together these lots of time?

  • @daryakhosrotash
    @daryakhosrotash 8 ปีที่แล้ว +1

    Thank you .

  • @pichilmi
    @pichilmi 8 ปีที่แล้ว +1

    thank you

  • @ColocasiaCorm
    @ColocasiaCorm 4 ปีที่แล้ว +2

    Is fractal really accurate here?

    • @futnick4917
      @futnick4917 2 หลายเดือนก่อน

      I suppose it’s close to a fractal, with of course, a fractal dimension. Besides, do you have any other word to describe the “beauty” of stock fluctuations

  • @defangtong971
    @defangtong971 6 ปีที่แล้ว

    Thank you