Quant, Finance, Stock Market, Data Science, Volatility.
Weiner Process as Weiner put it in Mathematical form. W(t+1) — W(t) ~ N(0,1) So Let’s say your particle is at T0 and the particle travel from T0 to T1. So it takes any random walk. This Random walk is generated out of a Normal random variable with a mean of 0 and variance of 1. Particle travel from