Mathematics, Stochastic Modelling, Quantitative Finance, Finance, Probability.
whenever I feel that the concept is quite abstract, I will add an ELI5 with ilustrations and examples as to make the demo or the solution clearer. Properties of Brownian Motion Definition: Brownian motion, 𝑊𝑡, is a stochastic process that satisfies the following properties: 𝑊0=0 𝑊𝑡​ has independent